- CA - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CA' - Canada.
- CAD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CAD' - Canadian Dollar.
- calculate(CalculationTarget, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.calc.config.MissingConfigCalculationFunction
-
- calculate(T, Set<Measure>, CalculationMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.function.CalculationFunction
-
Calculates values of multiple measures for the target using multiple sets of market data.
- calculate(CdsTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.credit.CdsCalculationFunction
-
- calculate(TermDepositTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositCalculationFunction
-
- calculate(FraTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fra.FraCalculationFunction
-
- calculate(FxNdfTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfCalculationFunction
-
- calculate(FxSingleTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxSingleCalculationFunction
-
- calculate(FxSwapTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapCalculationFunction
-
- calculate(IborFutureTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.index.IborFutureCalculationFunction
-
- calculate(BulletPaymentTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentCalculationFunction
-
- calculate(GenericSecurityTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.security.GenericSecurityTradeCalculationFunction
-
- calculate(SecurityPosition, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.security.SecurityPositionCalculationFunction
-
- calculate(SecurityTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.security.SecurityTradeCalculationFunction
-
- calculate(DeliverableSwapFutureTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureCalculationFunction
-
- calculate(SwapTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swap.SwapCalculationFunction
-
- calculate(SwaptionTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swaption.SwaptionCalculationFunction
-
- calculate(Supplier<LocalDate>, Supplier<LocalDate>) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
-
Calculates the appropriate date for the node.
- calculateAdjustedSettleDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the adjusted settlement date.
- calculateAdjustedStartDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the adjusted start date.
- calculatedEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Calculates the applicable end date.
- calculatedFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Calculates the applicable first regular start date.
- calculatedLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Calculates the applicable last regular end date.
- calculatedRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the effective roll convention defining how to roll dates.
- calculatedStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Calculates the applicable start date.
- calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Calculates the effective date from the fixing date.
- calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the effective date from the fixing date.
- calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Calculates the effective date from the fixing date.
- calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Calculates the effective date from the fixing date.
- calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Converts the fixing date-time from the fixing date.
- calculateFixingDateTime(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Calculates the fixing date-time from the fixing date.
- calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Calculates the fixing date from the effective date.
- calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the fixing date from the effective date.
- calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Calculates the fixing date from the effective date.
- calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Calculates the fixing date from the effective date.
- calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Calculates the fixing date from the maturity date.
- calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Calculates the maturity date from the effective date.
- calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the maturity date from the effective date.
- calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Calculates the maturity date from the effective date.
- calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Calculates the maturity date from the effective date.
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Calculates the maturity date from the fixing date.
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Calculates the maturity date from the fixing date.
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the maturity date from the fixing date.
- calculateMaturityFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Calculates the maturity date from the fixing date.
- calculateMaturityFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Calculates the maturity date from the fixing date.
- calculateMonetaryAmount(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Calculates the monetary value of the specified quantity and price.
- calculateMonetaryValue(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Calculates the monetary value of the specified quantity and price.
- calculateMultipleScenarios(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Performs calculations for multiple scenarios, each with a different set of market data.
- calculateMultipleScenarios(CalculationTasks, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Performs calculations for multiple scenarios, each with a different set of market data.
- calculateMultipleScenariosAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Performs calculations asynchronously for a multiple scenarios, each with a different set of market data,
invoking a listener as each calculation completes.
- calculateMultipleScenariosAsync(CalculationTasks, CalculationEnvironment, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Performs calculations asynchronously for a multiple scenarios, each with a different set of market data,
invoking a listener as each calculation completes.
- calculateNumeraire(ResolvedSwaption, ResolvedSwapLeg, double, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the numeraire, used to multiply the results.
- calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the publication date from the fixing date.
- calculatePublicationFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Calculates the publication date from the fixing date.
- calculatePublicationFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Calculates the publication date from the fixing date.
- calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Calculates the reference date from the trade date.
- calculateReferenceDateFromTradeDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
Calculates the reference date of the trade.
- calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- calculateSemiParallelGamma(NodalCurve, Currency, Function<NodalCurve, CurveCurrencyParameterSensitivity>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.
- calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Calculates the settlement date from the valuation date.
- calculateSingleScenario(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Performs calculations for a single set of market data.
- calculateSingleScenario(CalculationTasks, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Performs calculations for a single set of market data.
- calculateSingleScenarioAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Performs calculations asynchronously for a single scenario,
invoking a listener as each calculation completes.
- calculateSingleScenarioAsync(CalculationTasks, CalculationEnvironment, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Performs calculations asynchronously for a single scenario,
invoking a listener as each calculation completes.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Calculates the spot date from the trade date.
- calculateStrike(ResolvedSwapLeg) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the strike.
- calculateUnadjustedAccrualStartDate(LocalDate) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the previous CDS date.
- calculateUnadjustedMaturityDate(LocalDate, Frequency, Period) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the unadjusted maturity date.
- calculateUnadjustedMaturityDateFromValuationDate(LocalDate, Period) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Used in curve point calculation.
- calculateUnadjustedStepInDate(LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the unadjusted step-in date.
- calculation(IborRateCalculation) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the interest rate accrual calculation.
- calculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the calculation property.
- calculation(RateCalculation) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
Sets the interest rate accrual calculation.
- calculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the calculation property.
- CalculationEnvironment - Interface in com.opengamma.strata.calc.marketdata
-
A interface for looking up items of market data by ID, used when building market data.
- CalculationFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner.function
-
Primary interface for all calculation functions that calculate measures.
- CalculationListener - Interface in com.opengamma.strata.calc.runner
-
- CalculationMarketData - Interface in com.opengamma.strata.calc.marketdata
-
A source of market data provided to an engine function and used for a calculation across multiple scenarios.
- CalculationResult - Class in com.opengamma.strata.calc.runner
-
The result of a single calculation.
- CalculationResult.Meta - Class in com.opengamma.strata.calc.runner
-
The meta-bean for CalculationResult.
- CalculationResults - Class in com.opengamma.strata.calc.runner
-
A set of related calculation results for a single calculation target.
- calculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the calculationResults property.
- CalculationResults.Meta - Class in com.opengamma.strata.calc.runner
-
The meta-bean for CalculationResults.
- CalculationRules - Class in com.opengamma.strata.calc
-
A set of rules that define how the calculation engine should perform calculations.
- CalculationRules.Builder - Class in com.opengamma.strata.calc
-
The bean-builder for CalculationRules.
- CalculationRules.Meta - Class in com.opengamma.strata.calc
-
The meta-bean for CalculationRules.
- CalculationRunner - Interface in com.opengamma.strata.calc
-
Component that provides the ability to perform calculations on multiple targets, measures and scenarios.
- calculationsComplete() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
-
- calculationsComplete() - Method in interface com.opengamma.strata.calc.runner.CalculationListener
-
Invoked when all calculations have completed.
- CalculationTarget - Interface in com.opengamma.strata.basics
-
The target of calculation within a system.
- CalculationTask - Class in com.opengamma.strata.calc.runner
-
A single task that will be used to perform a calculation.
- CalculationTaskRunner - Interface in com.opengamma.strata.calc.runner
-
Component that provides the ability to run calculation tasks.
- CalculationTasks - Class in com.opengamma.strata.calc.runner
-
The tasks that will be used to perform the calculations.
- calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
Sets the calendar that defines holidays and business days.
- calendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
The meta-property for the calendar property.
- calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
Sets the holiday calendar that defines the meaning of a day when performing the addition.
- calendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
The meta-property for the calendar property.
- calibrate(CurveGroupDefinition, LocalDate, MarketData, ReferenceData, Map<Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
-
Calibrates a single curve group, containing one or more curves.
- calibrate(List<CurveGroupDefinition>, ImmutableRatesProvider, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
-
Calibrates a list of curve groups, each containing one or more curves.
- calibrate(CurveGroupDefinition, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
-
Calibrates synthetic curves from the configuration of the new curves and an existing set of market data.
- calibrate(CurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
-
Calibrates synthetic curves from the configuration of the new curves and an existing rates provider.
- CalibrationMeasure<T extends ResolvedTrade> - Interface in com.opengamma.strata.pricer.calibration
-
Provides access to the measures needed to perform curve calibration for a single type of trade.
- CalibrationMeasures - Class in com.opengamma.strata.pricer.calibration
-
Provides access to the measures needed to perform curve calibration.
- capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
-
The meta-property for the capFloorLeg property.
- capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
-
The meta-property for the capFloorLeg property.
- CapitalIndexedBond - Class in com.opengamma.strata.product.bond
-
A capital indexed bond.
- CapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for CapitalIndexedBond.
- CapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for CapitalIndexedBond.
- CapitalIndexedBondPaymentPeriod - Class in com.opengamma.strata.product.bond
-
A coupon or nominal payment of capital indexed bonds.
- CapitalIndexedBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for CapitalIndexedBondPaymentPeriod.
- CapitalIndexedBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for CapitalIndexedBondPaymentPeriod.
- CapitalIndexedBondSecurity - Class in com.opengamma.strata.product.bond
-
A security representing a capital indexed bond.
- CapitalIndexedBondSecurity.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for CapitalIndexedBondSecurity.
- CapitalIndexedBondSecurity.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for CapitalIndexedBondSecurity.
- CapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond
-
A trade representing a capital indexed bond.
- CapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for CapitalIndexedBondTrade.
- CapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for CapitalIndexedBondTrade.
- CapitalIndexedBondYieldConvention - Enum in com.opengamma.strata.product.bond
-
A convention defining accrued interest calculation type for inflation bond securities.
- caplet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the optional caplet strike.
- caplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the caplet property.
- caplet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the optional caplet strike.
- caplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the caplet property.
- capletFloorletPeriods(List<IborCapletFloorletPeriod>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
Sets the periodic payments based on the successive observed values of an Ibor index.
- capletFloorletPeriods(IborCapletFloorletPeriod...) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
Sets the capletFloorletPeriods property in the builder
from an array of objects.
- capletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
-
The meta-property for the capletFloorletPeriods property.
- capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the cap schedule, optional.
- capSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the capSchedule property.
- capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the cap schedule, optional.
- capSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the capSchedule property.
- CASH_FLOWS - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the cash flows of the calculation target.
- CashFlow - Class in com.opengamma.strata.market.amount
-
A single cash flow of a currency amount on a specific date.
- CashFlow.Meta - Class in com.opengamma.strata.market.amount
-
The meta-bean for CashFlow.
- CashFlowReport - Class in com.opengamma.strata.report.cashflow
-
Represents a cash flow report.
- CashFlowReport.Builder - Class in com.opengamma.strata.report.cashflow
-
The bean-builder for CashFlowReport.
- CashFlowReport.Meta - Class in com.opengamma.strata.report.cashflow
-
The meta-bean for CashFlowReport.
- CashFlowReportFormatter - Class in com.opengamma.strata.report.cashflow
-
Formatter for cash flow reports.
- CashFlowReportRunner - Class in com.opengamma.strata.report.cashflow
-
Report runner for cash flow reports.
- CashFlowReportTemplate - Class in com.opengamma.strata.report.cashflow
-
Marker for a cash flow report template.
- CashFlowReportTemplate() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplate
-
- CashFlowReportTemplateIniLoader - Class in com.opengamma.strata.report.cashflow
-
Loads a cash flow report template from the standard INI file format.
- CashFlowReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
-
- CashFlows - Class in com.opengamma.strata.market.amount
-
A collection of cash flows.
- cashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
The meta-property for the cashFlows property.
- cashFlows(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the future cash flow of the FRA product.
- cashFlows(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the future cash flow of the FRA trade.
- cashFlows(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the future cash flows of the swap leg.
- cashFlows(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the future cash flows of the swap product.
- cashFlows(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the future cash flows of the swap trade.
- CashFlows.Meta - Class in com.opengamma.strata.market.amount
-
The meta-bean for CashFlows.
- CashSettlement - Class in com.opengamma.strata.product.swaption
-
Defines the settlement type and settlement method of swaptions.
- CashSettlement.Builder - Class in com.opengamma.strata.product.swaption
-
The bean-builder for CashSettlement.
- CashSettlement.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for CashSettlement.
- cashSettlementMethod(CashSettlementMethod) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
-
Sets the cash settlement method.
- cashSettlementMethod() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
-
The meta-property for the cashSettlementMethod property.
- CashSettlementMethod - Enum in com.opengamma.strata.product.swaption
-
Cash settlement method of cash settled swaptions.
- category() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
The meta-property for the category property.
- causeType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
The meta-property for the causeType property.
- Cds - Class in com.opengamma.strata.product.credit
-
A credit default swap (CDS), including single-name and index swaps.
- Cds.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for Cds.
- Cds.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for Cds.
- CdsCalculationFunction - Class in com.opengamma.strata.function.calculation.credit
-
Perform calculations on a single CdsTrade for each of a set of scenarios.
- CdsCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCalculationFunction
-
Creates an instance.
- cdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
-
The meta-property for the cdsConvention property.
- CdsConvention - Interface in com.opengamma.strata.product.credit.type
-
A market convention for credit default swap (CDS) trades.
- CdsConventions - Class in com.opengamma.strata.product.credit.type
-
Constants for standard CDS market conventions.
- CdsDatesLogic - Class in com.opengamma.strata.product.credit
-
Utility for producing sets of CDS dates.
- CdsFunctionGroups - Class in com.opengamma.strata.function.calculation.credit
-
Contains function groups for built-in CDS calculation functions.
- CdsRecoveryRate - Class in com.opengamma.strata.market.value
-
The expected recovery rate for a CDS product based upon the underlying issue or index.
- CdsRecoveryRate.Meta - Class in com.opengamma.strata.market.value
-
The meta-bean for CdsRecoveryRate.
- CdsTrade - Class in com.opengamma.strata.product.credit
-
A trade in a credit default swap (CDS).
- CdsTrade.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for CdsTrade.
- CdsTrade.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for CdsTrade.
- cells() - Method in class com.opengamma.strata.calc.runner.CalculationResults.Meta
-
The meta-property for the cells property.
- CH - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CH' - Switzerland.
- CH_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The consumer price index for Switzerland,
"Non-revised Consumer Price Index".
- CheckedBiConsumer<T,U> - Interface in com.opengamma.strata.collect.function
-
A checked version of BiConsumer.
- CheckedBiFunction<T,U,R> - Interface in com.opengamma.strata.collect.function
-
A checked version of BiFunction.
- CheckedBinaryOperator<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of BinaryOperator.
- CheckedBiPredicate<T,U> - Interface in com.opengamma.strata.collect.function
-
A checked version of BiPredicate.
- CheckedConsumer<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of Consumer.
- CheckedFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A checked version of Function.
- CheckedPredicate<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of Predicate.
- CheckedRunnable - Interface in com.opengamma.strata.collect.function
-
A checked version of Runnable.
- CheckedSupplier<R> - Interface in com.opengamma.strata.collect.function
-
A checked version of Supplier.
- CheckedUnaryOperator<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of UnaryOperator.
- checkEquals(ValueType, String) - Method in class com.opengamma.strata.market.ValueType
-
Checks that this instance equals the specified instance.
- CHF - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'EUR' - Swiss Franc.
- CHF_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
-
The 'CHF-European' CDS convention.
- CHF_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'CHF-FIXED-1Y-LIBOR-3M' swap convention.
- CHF_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'CHF-FIXED-1Y-LIBOR-6M' swap convention.
- CHF_FIXED_6M_CH_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
CHF vanilla fixed vs Switzerland CPI swap.
- CHF_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions
-
The 'CHF-ISDA' curve.
- CHF_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for CHF-LIBOR.
- CHF_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month LIBOR index for CHF.
- CHF_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month LIBOR index for CHF.
- CHF_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week LIBOR index for CHF.
- CHF_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month LIBOR index for CHF.
- CHF_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month LIBOR index for CHF.
- CHF_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month LIBOR index for CHF.
- CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for CHF-TOIS Overnight index.
- CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The TOIS index for CHF.
- CHZU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Zurich, Switzerland, with code 'EUTA'.
- CL - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CL' - Chile.
- CLASSPATH_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
-
The prefix for classpath resource locators.
- cleanNominalPriceFromDirtyNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the clean nominal price of the bond from its settlement date and dirty nominal price.
- cleanPriceFromDirtyPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the clean price of the fixed coupon bond from its settlement date and dirty price.
- cleanPriceFromRealYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Computes the clean price from the conventional real yield.
- cleanRealPriceFromDirtyRealPrice(ResolvedCapitalIndexedBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the clean real price of the bond from its settlement date and dirty real price.
- cloned() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- cloned() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Clones the point sensitivity builder.
- cloned() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- close() - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Closes any resources held by the component.
- close() - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Closes any resources held by the component.
- close() - Method in class com.opengamma.strata.collect.MapStream
-
- closeListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
-
Closes the currently open list.
- CLP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CLP' - Chilean Peso.
- Cms - Class in com.opengamma.strata.product.cms
-
A constant maturity swap (CMS) or CMS cap/floor.
- Cms.Meta - Class in com.opengamma.strata.product.cms
-
The meta-bean for Cms.
- cmsLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta
-
The meta-property for the cmsLeg property.
- CmsLeg - Class in com.opengamma.strata.product.cms
-
A CMS leg of a constant maturity swap (CMS) product.
- cmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
-
The meta-property for the cmsLeg property.
- CmsLeg.Builder - Class in com.opengamma.strata.product.cms
-
The bean-builder for CmsLeg.
- CmsLeg.Meta - Class in com.opengamma.strata.product.cms
-
The meta-bean for CmsLeg.
- CmsPeriod - Class in com.opengamma.strata.product.cms
-
A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.
- CmsPeriod.Builder - Class in com.opengamma.strata.product.cms
-
The bean-builder for CmsPeriod.
- CmsPeriod.Meta - Class in com.opengamma.strata.product.cms
-
The meta-bean for CmsPeriod.
- cmsPeriods(List<CmsPeriod>) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
Sets the periodic payments based on the successive observed values of a swap index.
- cmsPeriods(CmsPeriod...) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
Sets the cmsPeriods property in the builder
from an array of objects.
- cmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
-
The meta-property for the cmsPeriods property.
- CmsPeriodType - Enum in com.opengamma.strata.product.cms
-
A CMS payment period type.
- CmsTrade - Class in com.opengamma.strata.product.cms
-
A trade in a constant maturity swap (CMS).
- CmsTrade.Builder - Class in com.opengamma.strata.product.cms
-
The bean-builder for CmsTrade.
- CmsTrade.Meta - Class in com.opengamma.strata.product.cms
-
The meta-bean for CmsTrade.
- CN - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CN' - China.
- CNY - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CNY' - Chinese Yuan.
- collect(Supplier<R>, BiConsumer<R, ? super Map.Entry<K, V>>, BiConsumer<R, R>) - Method in class com.opengamma.strata.collect.MapStream
-
- collect(Collector<? super Map.Entry<K, V>, A, R>) - Method in class com.opengamma.strata.collect.MapStream
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.RateObservation
-
Collects all the indices referred to by this observation.
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
-
Collects all the indices referred to by this period.
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Collects all the indices referred to by this calculation.
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Collects all the indices referred to by this leg.
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Collects all the indices referred to by this leg.
- collector() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a collector that can be used to create a multi-currency amount from a stream of amounts.
- collector() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Returns a collector that can be used to create a time-series from a stream of points.
- Column - Class in com.opengamma.strata.calc
-
Defines a column in a set of calculation results.
- column(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the column at the specified index.
- Column.Builder - Class in com.opengamma.strata.calc
-
The bean-builder for Column.
- Column.Meta - Class in com.opengamma.strata.calc
-
The meta-bean for Column.
- columnArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the column at the specified index as an independent array.
- columnCount(int) - Method in class com.opengamma.strata.calc.runner.Results.Builder
-
Sets the number of columns in the results.
- columnCount() - Method in class com.opengamma.strata.calc.runner.Results.Meta
-
The meta-property for the columnCount property.
- columnCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the number of columns of this matrix.
- columnHeaders(List<String>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the column headers.
- columnHeaders(String...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the columnHeaders property in the builder
from an array of objects.
- columnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
The meta-property for the columnHeaders property.
- columnHeaders(List<String>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
Sets the column headers.
- columnHeaders(String...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
Sets the columnHeaders property in the builder
from an array of objects.
- columnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
The meta-property for the columnHeaders property.
- columnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
-
The meta-property for the columnIndex property.
- columnKeys(List<ExplainKey<?>>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the keys corresponding to the columns.
- columnKeys(ExplainKey<?>...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the columnKeys property in the builder
from an array of objects.
- columnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
The meta-property for the columnKeys property.
- ColumnName - Class in com.opengamma.strata.calc
-
The name of a column in the grid of calculation results.
- columns() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the columns property.
- columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
Sets the report columns, which may contain information required for formatting.
- columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
Sets the columns property in the builder
from an array of objects.
- columns() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
The meta-property for the columns property.
- columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
Sets the columns in the report.
- columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
Sets the columns property in the builder
from an array of objects.
- columns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
The meta-property for the columns property.
- com.opengamma.strata.basics - package com.opengamma.strata.basics
-
Basic tools to work with financial markets.
- com.opengamma.strata.basics.currency - package com.opengamma.strata.basics.currency
-
Representations of currency and money.
- com.opengamma.strata.basics.date - package com.opengamma.strata.basics.date
-
Tools for working with dates.
- com.opengamma.strata.basics.index - package com.opengamma.strata.basics.index
-
Entity objects describing common market indices, such as LIBOR and FED FUND.
- com.opengamma.strata.basics.location - package com.opengamma.strata.basics.location
-
Representations of a geographic location.
- com.opengamma.strata.basics.market - package com.opengamma.strata.basics.market
-
Basic types for modelling the market and market data.
- com.opengamma.strata.basics.schedule - package com.opengamma.strata.basics.schedule
-
Basic financial tools for working with date-based schedules.
- com.opengamma.strata.basics.value - package com.opengamma.strata.basics.value
-
Basic financial tools for working with values.
- com.opengamma.strata.calc - package com.opengamma.strata.calc
-
Calculate risk measures on trades, applies scenarios and manages market data.
- com.opengamma.strata.calc.config - package com.opengamma.strata.calc.config
-
Configuration types for the calculation engine.
- com.opengamma.strata.calc.config.pricing - package com.opengamma.strata.calc.config.pricing
-
Configuration types for specifying how calculations should be performed.
- com.opengamma.strata.calc.marketdata - package com.opengamma.strata.calc.marketdata
-
Market data containers used by the calculation engine.
- com.opengamma.strata.calc.marketdata.config - package com.opengamma.strata.calc.marketdata.config
-
Configuration that specifies how market data values should be built by the market data functions.
- com.opengamma.strata.calc.marketdata.function - package com.opengamma.strata.calc.marketdata.function
-
Contains the MarketDataBuilder interface and its implementations which are used to
build the market data used in calculations.
- com.opengamma.strata.calc.marketdata.mapping - package com.opengamma.strata.calc.marketdata.mapping
-
Types for converting market data keys to market data IDs.
- com.opengamma.strata.calc.marketdata.scenario - package com.opengamma.strata.calc.marketdata.scenario
-
Types that define scenarios which allow perturbations to be applied to market data.
- com.opengamma.strata.calc.runner - package com.opengamma.strata.calc.runner
-
Types used when running calculations.
- com.opengamma.strata.calc.runner.function - package com.opengamma.strata.calc.runner.function
-
Contains the interfaces implemented by functions that perform calculations in the calculation engine.
- com.opengamma.strata.calc.runner.function.result - package com.opengamma.strata.calc.runner.function.result
-
Types which are used as return values from calculation functions.
- com.opengamma.strata.collect - package com.opengamma.strata.collect
-
Root package for common data structures used by Strata.
- com.opengamma.strata.collect.array - package com.opengamma.strata.collect.array
-
Array data structures.
- com.opengamma.strata.collect.function - package com.opengamma.strata.collect.function
-
Additional functional interfaces not supplied by Java SE 8.
- com.opengamma.strata.collect.io - package com.opengamma.strata.collect.io
-
Provides utilities for the management of input and output.
- com.opengamma.strata.collect.named - package com.opengamma.strata.collect.named
-
Named data structures.
- com.opengamma.strata.collect.range - package com.opengamma.strata.collect.range
-
Range data structures.
- com.opengamma.strata.collect.result - package com.opengamma.strata.collect.result
-
Result data structures.
- com.opengamma.strata.collect.timeseries - package com.opengamma.strata.collect.timeseries
-
Time-series data structures.
- com.opengamma.strata.collect.tuple - package com.opengamma.strata.collect.tuple
-
Tuple data structures.
- com.opengamma.strata.collect.type - package com.opengamma.strata.collect.type
-
Data structures for types.
- com.opengamma.strata.function - package com.opengamma.strata.function
-
Integration functions that combine the calculation engine with the analytic pricer.
- com.opengamma.strata.function.calculation - package com.opengamma.strata.function.calculation
-
Base package for calculation functions.
- com.opengamma.strata.function.calculation.credit - package com.opengamma.strata.function.calculation.credit
-
Calculation functions for credit products.
- com.opengamma.strata.function.calculation.deposit - package com.opengamma.strata.function.calculation.deposit
-
Calculation functions for deposit products.
- com.opengamma.strata.function.calculation.fra - package com.opengamma.strata.function.calculation.fra
-
Calculation functions for FRA products.
- com.opengamma.strata.function.calculation.fx - package com.opengamma.strata.function.calculation.fx
-
Calculation functions for FX products.
- com.opengamma.strata.function.calculation.index - package com.opengamma.strata.function.calculation.index
-
Calculation functions for index products.
- com.opengamma.strata.function.calculation.payment - package com.opengamma.strata.function.calculation.payment
-
Calculation functions for payment products.
- com.opengamma.strata.function.calculation.rate - package com.opengamma.strata.function.calculation.rate
-
Calculation functions for rate products.
- com.opengamma.strata.function.calculation.security - package com.opengamma.strata.function.calculation.security
-
Calculation functions for futures products.
- com.opengamma.strata.function.calculation.swap - package com.opengamma.strata.function.calculation.swap
-
Calculation functions for swap products.
- com.opengamma.strata.function.calculation.swaption - package com.opengamma.strata.function.calculation.swaption
-
Calculation functions for swaption products.
- com.opengamma.strata.function.marketdata - package com.opengamma.strata.function.marketdata
-
Base package for market data functions.
- com.opengamma.strata.function.marketdata.curve - package com.opengamma.strata.function.marketdata.curve
-
Market data functions used for building curves and related market data types.
- com.opengamma.strata.function.marketdata.fx - package com.opengamma.strata.function.marketdata.fx
-
Types for configuring and creating FX market data.
- com.opengamma.strata.function.marketdata.mapping - package com.opengamma.strata.function.marketdata.mapping
-
Mappings between market data keys and IDs.
- com.opengamma.strata.function.marketdata.scenario.curve - package com.opengamma.strata.function.marketdata.scenario.curve
-
Market data filters and perturbations that apply to curves and related market data types.
- com.opengamma.strata.loader - package com.opengamma.strata.loader
-
Tools for loading data from files.
- com.opengamma.strata.loader.csv - package com.opengamma.strata.loader.csv
-
Loader that reads market data from CSV files.
- com.opengamma.strata.loader.fpml - package com.opengamma.strata.loader.fpml
-
Loader that can convert files to financial instruments.
- com.opengamma.strata.market - package com.opengamma.strata.market
-
Data structures for market data.
- com.opengamma.strata.market.amount - package com.opengamma.strata.market.amount
-
Defines representations of amounts typically used as result types.
- com.opengamma.strata.market.curve - package com.opengamma.strata.market.curve
-
Definitions of curves.
- com.opengamma.strata.market.curve.meta - package com.opengamma.strata.market.curve.meta
-
Curve metadata.
- com.opengamma.strata.market.curve.node - package com.opengamma.strata.market.curve.node
-
Curve nodes.
- com.opengamma.strata.market.curve.perturb - package com.opengamma.strata.market.curve.perturb
-
Curve perturbations.
- com.opengamma.strata.market.explain - package com.opengamma.strata.market.explain
-
Support for explaining results.
- com.opengamma.strata.market.id - package com.opengamma.strata.market.id
-
Package containing IDs that identify items of market data.
- com.opengamma.strata.market.interpolator - package com.opengamma.strata.market.interpolator
-
Interpolators for interpolating in one and two dimensions.
- com.opengamma.strata.market.key - package com.opengamma.strata.market.key
-
Package containing keys that identify items or market data.
- com.opengamma.strata.market.key.scenario - package com.opengamma.strata.market.key.scenario
-
Keys identifying containers of market data used to hold data for multiple scenarios.
- com.opengamma.strata.market.option - package com.opengamma.strata.market.option
-
Entity objects for options.
- com.opengamma.strata.market.sensitivity - package com.opengamma.strata.market.sensitivity
-
Entity objects for sensitivities.
- com.opengamma.strata.market.surface - package com.opengamma.strata.market.surface
-
Definitions of surfaces.
- com.opengamma.strata.market.surface.meta - package com.opengamma.strata.market.surface.meta
-
Surface metadata.
- com.opengamma.strata.market.value - package com.opengamma.strata.market.value
-
Package containing values of market data.
- com.opengamma.strata.market.value.scenario - package com.opengamma.strata.market.value.scenario
-
Containers for multiple market data values.
- com.opengamma.strata.market.view - package com.opengamma.strata.market.view
-
Package containing views of market data.
- com.opengamma.strata.pricer - package com.opengamma.strata.pricer
-
Calculators for financial instruments.
- com.opengamma.strata.pricer.bond - package com.opengamma.strata.pricer.bond
-
Calculators for bonds.
- com.opengamma.strata.pricer.calibration - package com.opengamma.strata.pricer.calibration
-
Provides the ability to calibrate curves.
- com.opengamma.strata.pricer.capfloor - package com.opengamma.strata.pricer.capfloor
-
- com.opengamma.strata.pricer.cms - package com.opengamma.strata.pricer.cms
-
- com.opengamma.strata.pricer.credit - package com.opengamma.strata.pricer.credit
-
Calculators for credit instruments, such as Credit Default Swap (CDS).
- com.opengamma.strata.pricer.deposit - package com.opengamma.strata.pricer.deposit
-
Calculators for rate deposit instruments, such as term deposit.
- com.opengamma.strata.pricer.fra - package com.opengamma.strata.pricer.fra
-
Calculators for Forward Rate Agreement (FRA) instruments.
- com.opengamma.strata.pricer.fx - package com.opengamma.strata.pricer.fx
-
Calculators for FX instruments, such as FX forward and FX swap.
- com.opengamma.strata.pricer.index - package com.opengamma.strata.pricer.index
-
Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
- com.opengamma.strata.pricer.rate - package com.opengamma.strata.pricer.rate
-
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
- com.opengamma.strata.pricer.sensitivity - package com.opengamma.strata.pricer.sensitivity
-
Calculators for sensitivities.
- com.opengamma.strata.pricer.swap - package com.opengamma.strata.pricer.swap
-
Calculators for interest rate swaps.
- com.opengamma.strata.pricer.swaption - package com.opengamma.strata.pricer.swaption
-
Calculators for swaptions.
- com.opengamma.strata.product - package com.opengamma.strata.product
-
Entity objects describing trades and products in financial markets.
- com.opengamma.strata.product.bond - package com.opengamma.strata.product.bond
-
Entity objects describing bonds.
- com.opengamma.strata.product.capfloor - package com.opengamma.strata.product.capfloor
-
- com.opengamma.strata.product.cms - package com.opengamma.strata.product.cms
-
- com.opengamma.strata.product.common - package com.opengamma.strata.product.common
-
Entity objects shared between other packages.
- com.opengamma.strata.product.credit - package com.opengamma.strata.product.credit
-
Entity objects describing credit products.
- com.opengamma.strata.product.credit.type - package com.opengamma.strata.product.credit.type
-
Conventions and templates to aid the construction of credit default swaps.
- com.opengamma.strata.product.deposit - package com.opengamma.strata.product.deposit
-
Entity objects describing financial instruments representing a simple deposit with interest.
- com.opengamma.strata.product.deposit.type - package com.opengamma.strata.product.deposit.type
-
Conventions and templates to aid the construction of deposits.
- com.opengamma.strata.product.equity - package com.opengamma.strata.product.equity
-
Entity objects describing financial instruments based on the equity share of a company.
- com.opengamma.strata.product.fra - package com.opengamma.strata.product.fra
-
Entity objects describing a forward rate agreement (FRA).
- com.opengamma.strata.product.fra.type - package com.opengamma.strata.product.fra.type
-
Conventions and templates to aid the construction of FRAs.
- com.opengamma.strata.product.fx - package com.opengamma.strata.product.fx
-
Entity objects describing financial instruments in the foreign exchange market.
- com.opengamma.strata.product.fx.type - package com.opengamma.strata.product.fx.type
-
Conventions and templates to aid the construction of foreign exchange products.
- com.opengamma.strata.product.index - package com.opengamma.strata.product.index
-
Entity objects describing contracts based on rate indices.
- com.opengamma.strata.product.index.type - package com.opengamma.strata.product.index.type
-
Conventions and templates to aid the construction of rate index products.
- com.opengamma.strata.product.payment - package com.opengamma.strata.product.payment
-
Entity objects describing simple payment financial instruments.
- com.opengamma.strata.product.rate - package com.opengamma.strata.product.rate
-
Entity objects describing the rate-based financial instruments.
- com.opengamma.strata.product.swap - package com.opengamma.strata.product.swap
-
Entity objects describing a swap.
- com.opengamma.strata.product.swap.type - package com.opengamma.strata.product.swap.type
-
Conventions and templates to aid the construction of rate swaps.
- com.opengamma.strata.product.swaption - package com.opengamma.strata.product.swaption
-
Entity objects describing options on swaps, known as swaptions.
- com.opengamma.strata.report - package com.opengamma.strata.report
-
Reporting Framework
- com.opengamma.strata.report.cashflow - package com.opengamma.strata.report.cashflow
-
Types for reporting and formatting cashflows.
- com.opengamma.strata.report.framework.expression - package com.opengamma.strata.report.framework.expression
-
Provide the ability to extract data using textual expressions.
- com.opengamma.strata.report.framework.format - package com.opengamma.strata.report.framework.format
-
Provide the ability to format calculated values.
- com.opengamma.strata.report.trade - package com.opengamma.strata.report.trade
-
Types for reporting and formatting trades.
- combine(List<MarketDataRequirements>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Merges multiple sets of requirements into a single set.
- combine(DoubleArray, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is formed by some combination of the matching
values in this array and the other array.
- combine(DoubleMatrix, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance where each element is formed by some combination of the matching
values in this matrix and the other matrix.
- combine(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
- combine(Iterable<? extends Result<T>>, Function<Stream<T>, R>) - Static method in class com.opengamma.strata.collect.result.Result
-
Takes a collection of results, checks if all of them are successes
and then applies the supplied function to the successes wrapping
the result in a success result.
- combine(SwaptionSabrSensitivities) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
-
Combines with swaption SABR sensitivities.
- combineByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the sum of the two matching inputs.
- combineByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the multiplication of the two matching inputs.
- combined(ImmutableHolidayCalendar, ImmutableHolidayCalendar) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Obtains a combined holiday calendar instance.
- combined(FxRateProvider, ImmutableRatesProvider...) - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Combines a number of rates providers.
- COMBINED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The combined rate, including weighting.
- combinedIniFile(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
-
Returns a combined INI file formed by merging INI files with the specified name.
- combinedIniFile(List<ResourceLocator>) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
-
Returns a combined INI file formed by merging the specified INI files.
- combinedWith(HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Combines this holiday calendar with another.
- combinedWith(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Combines this holiday calendar identifier with another.
- combinedWith(ReferenceData) - Method in interface com.opengamma.strata.basics.market.ReferenceData
-
Combines this reference data with another.
- combinedWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet
-
Combines this property set with another.
- combinedWith(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlows
-
Combines this cash flows instance with another cash flow.
- combinedWith(CashFlows) - Method in class com.opengamma.strata.market.amount.CashFlows
-
Combines this cash flows instance with another one.
- combinedWith(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(CurveUnitParameterSensitivities) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(PointSensitivityBuilder) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
- combinedWith(PointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Combines this point sensitivities with another instance.
- combinedWith(PointSensitivityBuilder) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Combines this sensitivity with another instance.
- combinedWith(SurfaceCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(SurfaceCurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(SurfaceUnitParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(SurfaceUnitParameterSensitivities) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(ImmutableRatesProvider, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Combines this provider with another.
- combineLenient(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
- combineReduce(DoubleArray, DoubleTernaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Combines this array and the other array returning a reduced value.
- combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in interface com.opengamma.strata.basics.market.MarketDataBox
-
Applies a function to the market data in this box and another box and returns a box containing the result.
- combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
- combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
- combineWith(Result<U>, BiFunction<T, U, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
-
Combines this result with another result.
- compareExcludingSensitivity(SurfaceCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Compares two sensitivity objects, excluding the parameter sensitivity values.
- compareExcludingSensitivity(SurfaceUnitParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
-
Compares two sensitivity objects, excluding the parameter sensitivity values.
- compareKey(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
- compareKey(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- compareKey(PointSensitivity) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Compares the key of two sensitivities, excluding the point sensitivity value.
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- compareKey(SwaptionSabrSensitivity) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Compares the key of two sensitivities, excluding the sensitivity values.
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- compareTo(Currency) - Method in class com.opengamma.strata.basics.currency.Currency
-
Compares this currency to another.
- compareTo(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Compares this currency amount to another.
- compareTo(Country) - Method in class com.opengamma.strata.basics.location.Country
-
Compares this country to another.
- compareTo(StandardId) - Method in class com.opengamma.strata.basics.market.StandardId
-
Compares the external identifiers, sorting alphabetically by scheme followed by value.
- compareTo(SchedulePeriod) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Compares this period to another by unadjusted start date, then unadjusted end date.
- compareTo(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Compares this point to another.
- compareTo(DoublesPair) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Compares the pair based on the first element followed by the second element.
- compareTo(IntDoublePair) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Compares the pair based on the first element followed by the second element.
- compareTo(LongDoublePair) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Compares the pair based on the first element followed by the second element.
- compareTo(ObjDoublePair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Compares the pair based on the first element followed by the second element.
- compareTo(ObjIntPair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Compares the pair based on the first element followed by the second element.
- compareTo(Pair<A, B>) - Method in class com.opengamma.strata.collect.tuple.Pair
-
Compares the pair based on the first element followed by the second element.
- compareTo(Triple<A, B, C>) - Method in class com.opengamma.strata.collect.tuple.Triple
-
Compares the triple based on the first element followed by the second
element followed by the third element.
- compareTo(T) - Method in class com.opengamma.strata.collect.type.TypedString
-
Compares this type to another.
- compareTo(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlow
-
Compares this cash flow to another, first by date, then value.
- completionStage() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
-
A completion stage providing asynchronous notification when the aggregate result of the
calculations is available.
- composedWith(MarketDataRules...) - Method in interface com.opengamma.strata.calc.config.MarketDataRules
-
Combines these rules with the specified rules.
- composedWith(PricingRules) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules
-
Combines these rules with the specified rules.
- CompoundedRateType - Enum in com.opengamma.strata.market.value
-
A compounded rate type.
- COMPOUNDING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The method of compounding.
- COMPOUNDING_PER_YEAR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
-
Key used to access information about the number of compounding per year, as an
Integer.
- CompoundingMethod - Enum in com.opengamma.strata.product.swap
-
A convention defining how to compound interest.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
- compoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the compoundingMethod property.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the compounding method to use when there is more than one accrual period, default is 'None'.
- compoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the compoundingMethod property.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the compounding method to use when there is more than one accrual period
in each payment period, optional with defaulting getter.
- compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the compoundingMethod property.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the compounding method to use when there is more than one accrual period
in each payment period, optional with defaulting getter.
- compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the compoundingMethod property.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the compounding method to use when there is more than one accrual period
in each payment period, optional with defaulting getter.
- compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the compoundingMethod property.
- concat(double[]) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an array that combines this array and the specified array.
- concat(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an array that combines this array and the specified array.
- configs() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
-
The meta-property for the configs property.
- ConfiguredFunctionGroup - Class in com.opengamma.strata.calc.config.pricing
-
A container for a function group and a set of constructor arguments used when building function instances.
- configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
- configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
- configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.pricing.FunctionGroup
-
Returns the set of measures configured for a calculation target.
- configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
Returns the set of measures configured for a calculation target.
- configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules
-
Returns the set of measures that are configured for a calculation target.
- ConstantNodalCurve - Class in com.opengamma.strata.market.curve
-
A curve based on a single constant value.
- ConstantNodalCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for ConstantNodalCurve.
- ConstantNodalSurface - Class in com.opengamma.strata.market.surface
-
A surface based on a single constant value.
- ConstantNodalSurface.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for ConstantNodalSurface.
- consumer(CheckedConsumer<T>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the Consumer interface.
- contains(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if the currency pair contains the supplied currency as either its base or counter.
- contains(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Checks if this multi-amount contains an amount for the specified currency.
- contains(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Checks if this period contains the specified date.
- contains(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Checks if this array contains the specified value.
- contains(String) - Method in class com.opengamma.strata.collect.io.IniFile
-
Checks if this INI file contains the specified section.
- contains(String) - Method in class com.opengamma.strata.collect.io.PropertySet
-
Checks if this property set contains the specified key.
- contains(LocalDate) - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Checks if this range contains the specified date.
- containsCurve(CurveName) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Checks if this info contains the specified curve.
- containsDate(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Checks if this time-series contains a value for the specified date.
- containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- containsValue(ReferenceDataId<?>) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
-
- containsValue(MarketDataKey<?>) - Method in interface com.opengamma.strata.basics.market.MarketData
-
Checks if this set of data contains a value for the specified key.
- containsValue(ReferenceDataId<?>) - Method in interface com.opengamma.strata.basics.market.ReferenceData
-
Checks if this reference data contains a value for the specified identifier.
- containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
-
Checks if this set of data contains a value for the specified ID.
- containsValue(MarketDataKey<?>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
-
Checks if this set of data contains a value for the specified key.
- containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
-
- containsValue(MarketDataKey<?>, CalculationEnvironment) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- containsValue(MarketDataKey<?>, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
-
Checks whether this set of mappings contains a mapping from the key to a piece of market data
available in the calculation environment.
- containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
-
Returns true if this builder contains a value for the ID.
- containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
-
- contractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
The meta-property for the contractSize property.
- convention(BusinessDayConvention) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
Sets the convention used to the adjust the date if it does not fall on a business day.
- convention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
The meta-property for the convention property.
- convention(IborFixingDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
Sets the underlying Ibor fixing deposit convention.
- convention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
The meta-property for the convention property.
- convention(TermDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
Sets the underlying term deposit convention.
- convention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
The meta-property for the convention property.
- convention(FraConvention) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
Sets the underlying FRA convention.
- convention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
The meta-property for the convention property.
- convention(FxSwapConvention) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
Sets the underlying FX Swap convention.
- convention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(IborFutureConvention) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
-
Sets the underlying futures convention.
- convention() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
-
The meta-property for the convention property.
- convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(FixedInflationSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(FixedOvernightSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(IborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(ThreeLegBasisSwapConvention) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(XCcyIborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
The meta-property for the convention property.
- conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the conversion factor for each bond in the basket.
- conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the conversionFactors property in the builder
from an array of objects.
- conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the conversionFactors property.
- conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the conversion factor for each bond in the basket.
- conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the conversionFactors property in the builder
from an array of objects.
- conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the conversionFactors property.
- conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the conversion factor for each bond in the basket.
- conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the conversionFactors property in the builder
from an array of objects.
- conversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the conversionFactors property.
- convert(CurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Converts a CurrencyAmount into an amount in the specified
currency using the rates in this matrix.
- convert(MultiCurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Converts a MultipleCurrencyAmount into an amount in the
specified currency using the rates in this matrix.
- convert(double, Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate
-
Converts an amount in a currency to an amount in a different currency using this rate.
- convertBusinessDayConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML business day convention string to a BusinessDayConvention.
- convertDate(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML date to a LocalDate.
- convertDayCount(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML day count string to a DayCount.
- convertedTo(Currency, double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Converts this amount to an equivalent amount the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Converts this amount to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.basics.currency.FxConvertible
-
Converts this instance to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Converts this amount to an equivalent amount the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Payment
-
Converts this payment to an equivalent payment in the specified currency.
- convertedTo(Currency, CalculationMarketData) - Method in interface com.opengamma.strata.calc.runner.function.CurrencyConvertible
-
Returns a copy of this object with any currency amounts converted into the reporting currency.
- convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
- convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
- convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
- convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlow
-
Converts this cash flow to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlows
-
Converts this collection of cash flows to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.LegAmounts
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Converts the sensitivities in this instance to an equivalent in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Converts this sensitivity to an equivalent in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
- convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Converts this instance to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Converts the sensitivities in this instance to an equivalent in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Converts this sensitivity to an equivalent in the specified currency.
- convertFrequency(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML frequency string to a Frequency.
- convertHolidayCalendar(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML business center string to a HolidayCalendar.
- convertIndexTenor(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML tenor string to a Tenor.
- convertRollConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML roll convention string to a RollConvention.
- convexityAdjustment(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Calculates the convexity adjustment (to the price) of the Ibor future product.
- convexityFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the convexity from the conventional real yield using finite difference approximation.
- convexityFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Computes the covexity from the standard yield.
- convexityFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the convexity of the fixed coupon bond product from yield.
- COP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'COP' - Colombian Peso.
- copyInto(double[], int) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Copies this array into the specified array.
- copyOf(Collection<Double>) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance from a collection of Double.
- copyOf(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance from an array of double.
- copyOf(double[], int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance by copying part of an array.
- copyOf(double[], int, int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance by copying part of an array.
- copyOf(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance from a double[][].
- count() - Method in class com.opengamma.strata.collect.MapStream
-
- counterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
The meta-property for the counterCurrencyAmount property.
- counterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
-
The meta-property for the counterCurrencyDiscountFactors property.
- counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
-
The meta-property for the counterCurrencyPayment property.
- counterparty() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the counterparty property.
- counterparty(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Sets the counterparty identifier, optional.
- countFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
-
Counts how many of the results are failures.
- countFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
-
Counts how many of the results are failures.
- Country - Class in com.opengamma.strata.basics.location
-
A country or territory.
- coupon(double) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
-
Sets the coupon.
- coupon() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
-
The meta-property for the coupon property.
- coupon(double) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the coupon used to calculate fee payments.
- coupon - Variable in class com.opengamma.strata.product.credit.ResolvedCds
-
The coupon used to calculate fee payments.
- coupon() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the coupon property.
- couponEquivalent(ResolvedSwapLeg, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the coupon equivalent of a swap leg.
- create() - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
-
- create(MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
-
Returns an empty builder with the specified market data feed.
- createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Creates accrual periods based on the specified schedule.
- createAdjustedDates(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the list of adjusted dates in the schedule.
- createAggregateResult() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
-
Invoked to create the aggregate result when the individual calculations are complete.
- createFunction(Map<String, Object>) - Method in class com.opengamma.strata.calc.config.FunctionConfig
-
Returns a function instance created using the specified constructor arguments.
- createFunction() - Method in class com.opengamma.strata.calc.config.FunctionConfig
-
Returns a function instance created using the constructor arguments from the configuration.
- createIsdaCreditCurve(LocalDate, IsdaCreditCurveInputs, IsdaCompliantYieldCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
-
- createIsdaCreditCurve(LocalDate, IsdaCreditCurveInputs, NodalCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
-
- createIsdaDiscountCurve(LocalDate, IsdaYieldCurveInputs) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.equity.EquitySecurity
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
- createProduct(ReferenceData) - Method in interface com.opengamma.strata.product.Security
-
Creates the product associated with this security.
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
-
- createRateObservation(LocalDate) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Creates a rate observation where the start index value is known.
- createScenarioValue(MarketDataBox<T>, int) - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataKey
-
Creates an instance of the scenario market data object from a box containing data of the same underlying
type.
- createScenarioValue(MarketDataBox<Double>, int) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
-
- createSchedule(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the schedule from the definition.
- createSchedule(Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Creates the payment schedule based on the accrual schedule.
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
- createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Creates a trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
- createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Creates a trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Creates a trade based on this template.
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.equity.EquitySecurity
-
- createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Creates a trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- createTrade(LocalDate, Period, Period, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Creates a trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Creates a trade based on this template.
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
-
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
- createTrade(LocalDate, Period, int, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Creates a trade based on this convention.
- createTrade(LocalDate, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Period, int, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- createTrade(TradeInfo, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security
-
Creates a trade based on this security.
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
-
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Tenor, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, Tenor, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Creates a trade based on this template.
- createUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the list of unadjusted dates in the schedule.
- createZeroRateSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Obtains the underlying ZeroRateSensitivity.
- createZeroRateSensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Obtains the underlying ZeroRateSensitivity.
- creditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
-
The meta-property for the creditCurvePoints property.
- cross(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Finds the currency pair that is a cross between this pair and the other pair.
- crossRate(FxRate) - Method in class com.opengamma.strata.basics.currency.FxRate
-
Derives an FX rate from two related FX rates.
- crossRates(FxRatesArray) - Method in class com.opengamma.strata.basics.currency.FxRatesArray
-
Derives a set of FX rates from these rates and another set of rates.
- CS01_BUCKETED_HAZARD - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the (vector) PV change to a series of 1 bps shifts in hazard rates at each curve node.
- CS01_BUCKETED_PAR - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the (vector) PV change to a series of 1 bps shifts in par credit rates at each curve node.
- CS01_PARALLEL_HAZARD - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the (scalar) PV change to a 1 bps shift in hazard rates of calibrated curve.
- CS01_PARALLEL_PAR - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the (scalar) PV change to a 1 bps shift in par credit spread rates.
- cs01BucketedHazard(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the vector PV change to a series of 1 basis point shifts in par credit spread rates at each curve node.
- cs01BucketedPar(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the vector PV change to a series of 1 basis point shifts in par credit spread rates at each curve node.
- cs01ParallelHazard(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the scalar PV change to a 1 basis point shift in hazard rates.
- cs01ParallelPar(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the scalar PV change to a 1 basis point shift in par credit spread rates.
- CsvFile - Class in com.opengamma.strata.collect.io
-
A CSV file.
- CsvOutput - Class in com.opengamma.strata.collect.io
-
Outputs a CSV formatted file.
- CsvOutput(Appendable) - Constructor for class com.opengamma.strata.collect.io.CsvOutput
-
Creates an instance, using the system default line separator.
- CsvOutput(Appendable, String) - Constructor for class com.opengamma.strata.collect.io.CsvOutput
-
Creates an instance, allowing the new line charactor to be controlled.
- CsvRow - Class in com.opengamma.strata.collect.io
-
A row in a CSV file.
- currencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
The meta-property for the currencies property.
- Currency - Class in com.opengamma.strata.basics.currency
-
A unit of currency.
- currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the currency of the index.
- currency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the currency of the index.
- currency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
Sets the currency of the index.
- currency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
Sets the currency of the leg.
- currency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the currency that the future is traded in.
- currency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the currency that the future is traded in.
- currency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
Sets the currency that the bond is traded in.
- currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
Sets the primary currency of the payment period.
- currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
Sets the currency that the bond is traded in.
- currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the currency that the bond is traded in.
- currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the primary currency of the payment period.
- currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets the currency that the bond is traded in.
- currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the currency of the leg associated with the notional.
- currency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the primary currency of the payment period.
- currency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the currency of the leg associated with the notional.
- currency() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the primary currency of the payment period.
- currency() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
-
Sets the currency of the reference.
- currency() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the currency of the CDS.
- currency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the primary currency, defaulted to the currency of the index.
- currency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the primary currency, optional with defaulting getter.
- currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.equity.Equity.Builder
-
Sets the currency that the equity is traded in.
- currency() - Method in class com.opengamma.strata.product.equity.Equity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
-
Sets the currency that the equity is traded in.
- currency() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the primary currency, defaulted to the currency of the index.
- currency() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the primary currency, optional with defaulting getter.
- currency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
Sets the currency that the future is traded in, defaulted from the index if not set.
- currency() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the currency that the option is traded in.
- currency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
Sets the currency that the future is traded in.
- currency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
Sets the currency of the swap leg.
- currency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the currency of the swap leg associated with the notional.
- currency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the primary currency of the payment period.
- currency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the leg currency.
- currency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the leg currency, optional with defaulting getter.
- currency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
Sets the leg currency.
- currency() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the leg currency, optional with defaulting getter.
- currency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the currency property.
- CURRENCY_AMOUNT - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The formatter to be used for CurrencyAmount.
- CURRENCY_EXPOSURE - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the currency exposure of the calculation target.
- CurrencyAmount - Class in com.opengamma.strata.basics.currency
-
An amount of a currency.
- CurrencyAmountTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a currency amount.
- CurrencyAmountTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
-
- currencyConvertible(boolean) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
-
Sets flag indicating whether measure values should be automatically converted to the reporting currency.
- currencyConvertible() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta
-
The meta-property for the currencyConvertible property.
- CurrencyConvertible<R> - Interface in com.opengamma.strata.calc.runner.function
-
Provides the ability for objects to be automatically currency converted.
- currencyExposure(FxForwardSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
-
- currencyExposure(FxIndexSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
-
- currencyExposure(FxForwardSensitivity) - Method in interface com.opengamma.strata.market.view.FxForwardRates
-
Calculates the currency exposure from the point sensitivity.
- currencyExposure(FxIndexSensitivity) - Method in interface com.opengamma.strata.market.view.FxIndexRates
-
Calculates the currency exposure from the point sensitivity.
- currencyExposure(ResolvedBondFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer
-
Calculates the currency exposure of the bond future trade from the current price.
- currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
-
Calculates the currency exposure of the bond future option trade.
- currencyExposure(ResolvedBondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
-
Calculates the currency exposure of the bond future option trade from the current option price.
- currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the currency exposure of the bond future trade.
- currencyExposure(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the currency exposure of the bond product.
- currencyExposure(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the currency exposure of the bond trade.
- currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the currency exposure of the fixed coupon bond trade.
- currencyExposure(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the currency exposure of the cap/floor product.
- currencyExposure(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Calculates the currency exposure of the Ibor cap/floor trade.
- currencyExposure(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the currency exposure of the product.
- currencyExposure(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the currency exposure of the trade.
- currencyExposure(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the currency exposure of the FRA trade.
- currencyExposure(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the currency exposure of the foreign exchange vanilla option product.
- currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
-
Calculates the currency exposure of the foreign exchange vanilla option trade.
- currencyExposure(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Computes the currency exposure by discounting each payment in its own currency.
- currencyExposure(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Computes the currency exposure by discounting each payment in its own currency.
- currencyExposure(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the currency exposure of the FX swap product.
- currencyExposure(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the currency exposure of the Ibor future trade.
- currencyExposure(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.AbstractRatesProvider
-
- currencyExposure(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Computes the currency exposure.
- currencyExposure(ResolvedDeliverableSwapFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
-
Calculates the currency exposure of the deliverable swap futures trade.
- currencyExposure(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the currency exposure of the swap leg.
- currencyExposure(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the currency exposure of the swap product.
- currencyExposure(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the currency exposure of the swap trade.
- currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
-
Calculates the currency exposure of a single payment event.
- currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Calculates the currency exposure of a single payment period.
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
-
Computes the currency exposure of the swaption trade
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
-
Computes the currency exposure of the swaption trade
- currencyExposure(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
-
Calculates the currency exposure of the swaption product.
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Computes the currency exposure of the swaption trade
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
-
Computes the currency exposure of the swaption trade
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
-
Computes the currency exposure of the swaption trade
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
-
Computes the currency exposure of the swaption trade
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
-
Computes the currency exposure of the swaption trade
- currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Computes the currency exposure of the swaption.
- currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Computes the currency exposure of the swaption.
- currencyExposureFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the currency exposure of the bond trade.
- currencyExposureFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the currency exposure of the bond trade with z-spread.
- currencyExposureWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the currency exposure of the bond future trade with z-spread.
- currencyExposureWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the currency exposure of the bond product with z-spread.
- currencyExposureWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the currency exposure of the bond trade with z-spread.
- currencyExposureWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the currency exposure of the fixed coupon bond trade with z-spread.
- CurrencyPair - Class in com.opengamma.strata.basics.currency
-
An ordered pair of currencies, such as 'EUR/USD'.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the currency pair.
- currencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the currencyPair property.
- currencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
-
The meta-property for the currencyPair property.
- currencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
The meta-property for the currencyPair property.
- currencyPair() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
-
The meta-property for the currencyPair property.
- currencyPair() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
-
The meta-property for the currencyPair property.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
-
Sets the currency pair for which the volatility data are presented.
- currencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
-
The meta-property for the currencyPair property.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
-
Sets the currency pair for which the volatility data are presented.
- currencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
-
The meta-property for the currencyPair property.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
Sets the currency pair associated with the convention.
- currencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
The meta-property for the currencyPair property.
- CurrencyValuesArray - Class in com.opengamma.strata.calc.runner.function.result
-
A currency-convertible scenario result for a single currency, holding one amount for each scenario.
- CurrencyValuesArray.Meta - Class in com.opengamma.strata.calc.runner.function.result
-
The meta-bean for CurrencyValuesArray.
- CURRENT_CASH - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the current cash of the calculation target.
- currentCash(ResolvedCapitalIndexedBond, RatesProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the current cash of the bond product.
- currentCash(ResolvedCapitalIndexedBondTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the current of the bond trade.
- currentCash(ResolvedFixedCouponBondTrade, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the current of the fixed coupon bond trade.
- currentCash(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the current cash of the cap/floor leg.
- currentCash(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the current cash of the cap/floor product.
- currentCash(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Calculates the current cash of the Ibor cap/floor trade.
- currentCash(ResolvedCmsLeg, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Calculates the current cash of the leg.
- currentCash(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the current cash of the product.
- currentCash(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the current cash of the trade.
- currentCash(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the current cash of the FRA trade.
- currentCash(ResolvedFxVanillaOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
-
Calculates the current of the foreign exchange vanilla option trade.
- currentCash(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the current cash of the NDF product.
- currentCash(ResolvedFxSingle, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Computes the current cash.
- currentCash(ResolvedFxSwap, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the current cash of the FX swap product.
- currentCash(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the current cash of the swap leg.
- currentCash(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the current cash of the swap product.
- currentCash(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the current cash of the swap trade.
- currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
-
Calculates the current cash of a single payment event.
- currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Calculates the current cash of a single payment period.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
-
Calculates the current of the swaption trade.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
-
Calculates the current of the swaption trade.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Calculates the current of the swaption trade.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
-
Calculates the current of the swaption trade.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
-
Calculates the current of the swaption trade.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
-
Calculates the current of the swaption trade.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
-
Calculates the current of the swaption trade.
- Curve - Interface in com.opengamma.strata.market.curve
-
A curve that maps a double x-value to a double y-value.
- curve(LocalDate, CurveMetadata, DoubleArray, Map<CurveInfoType<?>, Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- curve(LocalDate, CurveMetadata, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Creates the curve from an array of parameter values.
- curve(LocalDate, CurveMetadata, DoubleArray, Map<CurveInfoType<?>, Object>) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Creates the curve from an array of parameter values.
- curve() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
-
The meta-property for the curve property.
- curve() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
-
The meta-property for the curve property.
- curve() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
-
The meta-property for the curve property.
- curve() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
-
The meta-property for the curve property.
- curve() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
-
The meta-property for the curve property.
- curve(NodalCurve) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
-
Sets the volatility term structure.
- curve() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
-
The meta-property for the curve property.
- CURVE_CURRENCY_PARAMETER_SENSITIVITY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The formatter to be used for CurveCurrencyParameterSensitivity.
- CurveCalibrator - Class in com.opengamma.strata.pricer.calibration
-
Curve calibrator.
- curveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
-
The meta-property for the curveConvention property.
- curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
-
The meta-property for the curveCurrency property.
- curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
-
The meta-property for the curveCurrency property.
- curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
-
The meta-property for the curveCurrency property.
- CurveCurrencyParameterSensitivities - Class in com.opengamma.strata.market.curve
-
Currency-based parameter sensitivity for a collection of curves.
- CurveCurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveCurrencyParameterSensitivities.
- CurveCurrencyParameterSensitivitiesTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against curve currency parameter sensitivities.
- CurveCurrencyParameterSensitivitiesTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator
-
- CurveCurrencyParameterSensitivity - Class in com.opengamma.strata.market.curve
-
Parameter sensitivity for a single curve.
- CurveCurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveCurrencyParameterSensitivity.
- CurveCurrencyParameterSensitivityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Token evaluator for curve currency parameter sensitivity.
- CurveCurrencyParameterSensitivityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator
-
- curveDefinitions() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
The meta-property for the curveDefinitions property.
- CurveExtrapolator - Interface in com.opengamma.strata.market.interpolator
-
Interface for extrapolators which extrapolate beyond the ends of a curve.
- CurveExtrapolators - Class in com.opengamma.strata.market.interpolator
-
The standard set of curve extrapolators.
- CurveGammaCalculator - Class in com.opengamma.strata.pricer.sensitivity
-
Computes the cross-gamma and related figures to the rate curves parameters for rates provider.
- CurveGammaCalculator(FiniteDifferenceType, double) - Constructor for class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Create an instance of the finite difference calculator.
- curveGroup(CurveGroupName) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
-
Adds a mapping that sets the curve group used to look up curves.
- CurveGroup - Class in com.opengamma.strata.market.curve
-
A group of curves.
- CurveGroup.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for CurveGroup.
- CurveGroup.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveGroup.
- CurveGroupDefinition - Class in com.opengamma.strata.market.curve
-
Provides the definition of how to calibrate a group of curves.
- CurveGroupDefinition.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveGroupDefinition.
- CurveGroupDefinitionBuilder - Class in com.opengamma.strata.market.curve
-
A mutable builder for creating instances of CurveGroupDefinition.
- CurveGroupDefinitionBuilder() - Constructor for class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
-
- CurveGroupDefinitionCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of curve group definitions into memory by reading from CSV resources.
- CurveGroupEntry - Class in com.opengamma.strata.market.curve
-
A single entry in the curve group definition.
- CurveGroupEntry.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for CurveGroupEntry.
- CurveGroupEntry.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveGroupEntry.
- CurveGroupId - Class in com.opengamma.strata.market.id
-
Market data ID identifying a group of curves that are built together.
- CurveGroupId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for CurveGroupId.
- CurveGroupKey - Class in com.opengamma.strata.market.key
-
Market data key identifying a group of curves that are built together.
- CurveGroupKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for CurveGroupKey.
- CurveGroupMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
-
Market data function that builds a curve group.
- CurveGroupMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
-
Creates a new function for building curve groups using the standard measures.
- CurveGroupMarketDataFunction(CalibrationMeasures) - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
-
Creates a new function for building curve groups.
- curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta
-
The meta-property for the curveGroupName property.
- CurveGroupName - Class in com.opengamma.strata.market.curve
-
The name of a curve group.
- curveGroupName() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
-
The meta-property for the curveGroupName property.
- CurveId - Interface in com.opengamma.strata.market.id
-
Market data ID identifying a curve.
- CurveInfoType<T> - Class in com.opengamma.strata.market.curve
-
The type of additional curve information.
- CurveInputs - Class in com.opengamma.strata.market.curve
-
The input data used when calibrating a curve.
- CurveInputs.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for CurveInputs.
- CurveInputs.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveInputs.
- CurveInputsId - Class in com.opengamma.strata.market.id
-
Market data ID for a set of market data used when calibrating a curve.
- CurveInputsId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for CurveInputsId.
- CurveInputsKey - Class in com.opengamma.strata.market.key
-
Market data key identifying the input data used when calibrating a curve.
- CurveInputsKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for CurveInputsKey.
- CurveInputsMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
-
Market data function that builds the input data used when calibrating a curve.
- CurveInputsMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction
-
- CurveInterpolator - Interface in com.opengamma.strata.market.interpolator
-
Interface for interpolators that interpolate between points on a curve.
- CurveInterpolators - Class in com.opengamma.strata.market.interpolator
-
The standard set of curve interpolators.
- CurveKey - Interface in com.opengamma.strata.market.key
-
A market data key identifying a curve.
- curveMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
Sets the metadata for the curve.
- curveMetadata() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
The meta-property for the curveMetadata property.
- CurveMetadata - Interface in com.opengamma.strata.market.curve
-
Metadata about a curve and curve parameters.
- curveName() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
-
The meta-property for the curveName property.
- curveName(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
Sets the curve name.
- curveName() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
The meta-property for the curveName property.
- CurveName - Class in com.opengamma.strata.market.curve
-
The name of a curve.
- curveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
The meta-property for the curveName property.
- curveName(CurveName) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the curve name.
- curveName() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
-
The meta-property for the curveName property.
- curveName() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
-
The meta-property for the curveName property.
- CurveNameFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
-
A market data filter which matches a curve by name.
- CurveNameFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
-
The meta-bean for CurveNameFilter.
- CurveNode - Interface in com.opengamma.strata.market.curve
-
A node in the configuration specifying how to calibrate a curve.
- CurveNodeDate - Class in com.opengamma.strata.market.curve.node
-
The date of the curve node.
- CurveNodeDate.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for CurveNodeDate.
- CurveNodeDateType - Enum in com.opengamma.strata.market.curve.node
-
The types of curve node date.
- CurveParallelShift - Class in com.opengamma.strata.market.curve.perturb
-
Perturbation which applies a parallel shift to a curve.
- CurveParallelShift.Meta - Class in com.opengamma.strata.market.curve.perturb
-
The meta-bean for CurveParallelShift.
- CurveParallelShifts - Class in com.opengamma.strata.function.marketdata.curve
-
Perturbation which applies a parallel shift to a curve.
- CurveParallelShifts.Meta - Class in com.opengamma.strata.function.marketdata.curve
-
The meta-bean for CurveParallelShifts.
- CurveParameterMetadata - Interface in com.opengamma.strata.market.curve
-
Information about a parameter underlying a curve.
- curveParameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.market.view.DiscountFactors
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(FxForwardSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
-
- curveParameterSensitivity(FxIndexSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
-
- curveParameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
-
- curveParameterSensitivity(OvernightRateSensitivity) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
- curveParameterSensitivity(InflationRateSensitivity) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
-
- curveParameterSensitivity(FxForwardSensitivity) - Method in interface com.opengamma.strata.market.view.FxForwardRates
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(FxIndexSensitivity) - Method in interface com.opengamma.strata.market.view.FxIndexRates
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(IborRateSensitivity) - Method in interface com.opengamma.strata.market.view.IborIndexRates
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(IssuerCurveZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(OvernightRateSensitivity) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(InflationRateSensitivity) - Method in interface com.opengamma.strata.market.view.PriceIndexValues
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(RepoCurveZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
-
- curveParameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
-
- curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
-
- curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
-
- curveParameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.AbstractRatesProvider
-
- curveParameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
Computes the parameter sensitivity.
- curveParameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Computes the parameter sensitivity.
- CurveParameterSize - Class in com.opengamma.strata.market.curve
-
The curve name and number of parameters.
- CurveParameterSize.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveParameterSize.
- CurvePointShift - Class in com.opengamma.strata.market.curve.perturb
-
A perturbation that applies different shifts to specific points on a curve.
- CurvePointShift.Meta - Class in com.opengamma.strata.market.curve.perturb
-
The meta-bean for CurvePointShift.
- CurvePointShiftBuilder - Class in com.opengamma.strata.market.curve.perturb
-
- CurvePointShifts - Class in com.opengamma.strata.function.marketdata.curve
-
A perturbation that applies different shifts to specific points on a curve.
- CurvePointShifts.Meta - Class in com.opengamma.strata.function.marketdata.curve
-
The meta-bean for CurvePointShifts.
- CurvePointShiftsBuilder - Class in com.opengamma.strata.function.marketdata.curve
-
- Curves - Class in com.opengamma.strata.market.curve
-
Helper for creating common types of curves.
- CurveUnitParameterSensitivities - Class in com.opengamma.strata.market.curve
-
Unit parameter sensitivity for a collection of curves.
- CurveUnitParameterSensitivities.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveUnitParameterSensitivities.
- CurveUnitParameterSensitivity - Class in com.opengamma.strata.market.curve
-
Unit parameter sensitivity for a single curve.
- CurveUnitParameterSensitivity.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveUnitParameterSensitivity.
- CZ - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'CZ' - Czech Republic.
- CZK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CZK' - Czeck Krona.
- Failure - Class in com.opengamma.strata.collect.result
-
Description of a failed result.
- failure(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result specifying the failure reason.
- failure(Exception) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception.
- failure(Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception.
- failure(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception with a specified reason.
- failure(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception with a specified reason and message.
- failure(Result<?>) - Static method in class com.opengamma.strata.collect.result.Result
-
Returns a failed result from another failed result.
- failure(Result<?>, Result<?>, Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result combining multiple failed results.
- failure(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result combining multiple failed results.
- failure(Failure) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result containing a failure.
- failure() - Method in class com.opengamma.strata.collect.result.Result.Meta
-
The meta-property for the failure property.
- failure(String, Object...) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Creates a result for an unsuccessful evaluation of an expression.
- Failure.Meta - Class in com.opengamma.strata.collect.result
-
The meta-bean for Failure.
- FailureException - Exception in com.opengamma.strata.collect.result
-
An exception thrown when a failure
Result is encountered and the failure can't be handled.
- FailureException(Failure) - Constructor for exception com.opengamma.strata.collect.result.FailureException
-
Returns an exception wrapping a failure that couldn't be handled.
- FailureItem - Class in com.opengamma.strata.collect.result
-
Details of a single failed item in a failure.
- FailureItem.Meta - Class in com.opengamma.strata.collect.result
-
The meta-bean for FailureItem.
- FailureReason - Enum in com.opengamma.strata.collect.result
-
Represents the reason why failure occurred.
- farForwardPointsKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
Sets the key identifying the market data value which provides the FX forward points.
- farForwardPointsKey() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
The meta-property for the farForwardPointsKey property.
- farLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
The meta-property for the farLeg property.
- farLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
-
The meta-property for the farLeg property.
- FeedIdMapping - Interface in com.opengamma.strata.calc.marketdata.mapping
-
Provides mappings from
ObservableId instances requested by calculations to ID instances that
are suitable for querying a market data feed to get the market data.
- feeLeg(FeeLeg) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the fee leg.
- feeLeg() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the feeLeg property.
- FeeLeg - Class in com.opengamma.strata.product.credit
-
The fee leg of a credit default swap (CDS).
- FeeLeg.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for FeeLeg.
- FeeLeg.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for FeeLeg.
- FI - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'FI' - Finland.
- field(int) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets the specified field.
- fieldCount() - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets the number of fields.
- FieldName - Class in com.opengamma.strata.basics.market
-
The name of a field in a market data record.
- fieldName() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
-
The meta-property for the fieldName property.
- fieldName() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
-
The meta-property for the fieldName property.
- fieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
-
The meta-property for the fieldName property.
- fieldName() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
-
The meta-property for the fieldName property.
- fields() - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets all fields in the row.
- FILE_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
-
The prefix for file resource locators.
- filled(int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance with all entries equal to the zero.
- filled(int, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance with all entries equal to the same value.
- filled(int, int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with all entries equal to the zero.
- filled(int, int, double) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with all entries equal to the same value.
- filter(MarketDataRequirements) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
Returns a new market environment built from the data in this environment but only including data specified
in the requirements.
- filter(MarketDataFilter<T, ?>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
-
Sets the filter that decides whether the perturbation should be applied to a piece of market data.
- filter() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
-
The meta-property for the filter property.
- filter(BiFunction<? super K, ? super V, Boolean>) - Method in class com.opengamma.strata.collect.MapStream
-
Filters the stream by applying the predicate function to each key and value.
- filter(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- filter(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Create a new time-series by filtering this one.
- filterKeys(Predicate<? super K>) - Method in class com.opengamma.strata.collect.MapStream
-
Filters the stream by applying the predicate function to each key.
- filterValues(Predicate<? super V>) - Method in class com.opengamma.strata.collect.MapStream
-
Filters the stream by applying the predicate function to each value.
- finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the flag indicating whether to exchange the final notional.
- finalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the finalExchange property.
- finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the flag indicating whether to exchange the final notional.
- finalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the finalExchange property.
- finalStub(StubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the rate to be used in final stub, optional.
- finalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the finalStub property.
- FinanceTrade - Interface in com.opengamma.strata.product
-
A trade with additional structured information.
- find(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
Returns an item of configuration that is the default of its type.
- find(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Finds an instance by name.
- findAny() - Method in class com.opengamma.strata.collect.MapStream
-
- findAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Finds an attribute by name, or empty if not found.
- findAttribute(PositionAttributeType<T>) - Method in class com.opengamma.strata.product.PositionInfo
-
Finds the attribute associated with the specified type.
- findAttribute(SecurityAttributeType<T>) - Method in class com.opengamma.strata.product.SecurityInfo
-
Finds the attribute associated with the specified type.
- findAttribute(TradeAttributeType<T>) - Method in class com.opengamma.strata.product.TradeInfo
-
Finds the attribute associated with the specified type.
- findChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Finds the child element with the specified name, or empty if not found,
throwing an exception if more than one.
- findCurve(CurveName) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Finds the curve with the specified name.
- findCurveDefinition(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Finds the definition for the curve with the specified name.
- findDiscountCurve(Currency) - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Finds the discount curve for the currency if there is one in the group.
- findEntry(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Finds the entry for the curve with the specified name.
- findField(String) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header.
- findField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header pattern.
- findFirst() - Method in class com.opengamma.strata.collect.MapStream
-
- findForwardCurve(Index) - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Finds the forward curve for the index if there is one in the group.
- findIndex(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Attempts to locate a rate index by reference name.
- findInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Finds curve information of a specific type.
- findInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
- findNotional(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Finds the notional on the specified date.
- findPaymentPeriod(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Finds the payment period applicable for the specified accrual date.
- findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Finds the period that contains the specified date.
- findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Finds the period that contains the specified date.
- findPeriodIndex(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Finds the period that contains the specified date.
- findSensitivity(CurveName, Currency) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Finds a single sensitivity instance by name and currency.
- findSensitivity(CurveName) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Finds a single sensitivity instance by name.
- findSensitivity(SurfaceName, Currency) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Finds a single sensitivity instance by name and currency.
- findSensitivity(SurfaceName) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
-
Finds a single sensitivity instance by name.
- findValue(MarketDataKey<T>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- findValue(ReferenceDataId<T>) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
-
- findValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.basics.market.MarketData
-
Returns a value for the specified ID if available.
- findValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.market.ReferenceData
-
Finds the reference data value associated with the specified identifier.
- findValue(MarketDataId<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
-
Returns a box containing values for the specified ID if available.
- findValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
-
Returns a box containing values for the specified ID if available.
- findValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
-
- findValue(MarketDataKey<T>, CalculationEnvironment) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- findValue(MarketDataKey<T>, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
-
Returns a market data box containing values for the specified ID if available.
- findValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- findValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
-
- first() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
The meta-property for the first property.
- firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the first delivery date.
- firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the firstDeliveryDate property.
- firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the first delivery date.
- firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the firstDeliveryDate property.
- firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the first delivery date.
- firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the firstDeliveryDate property.
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.Curve
-
Computes the first derivative of the curve.
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- firstDerivative(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator
-
Computes the first derivative of the y-value for the specified x-value.
- firstIndexValue(Double) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets the initial value of the index, optional.
- firstIndexValue() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the firstIndexValue property.
- firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the first notice date.
- firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the firstNoticeDate property.
- firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the first notice date.
- firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the firstNoticeDate property.
- firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the first notice date.
- firstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the firstNoticeDate property.
- firstRegularRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the first rate of the first regular reset period, optional.
- firstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the firstRegularRate property.
- firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional start date of the first regular schedule period, which is the end date of the initial stub.
- firstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the firstRegularStartDate property.
- FIXED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The fixed rate, as defined in the contract.
- FixedCouponBond - Class in com.opengamma.strata.product.bond
-
A fixed coupon bond.
- FixedCouponBond.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for FixedCouponBond.
- FixedCouponBond.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for FixedCouponBond.
- FixedCouponBondPaymentPeriod - Class in com.opengamma.strata.product.bond
-
A period over which a fixed coupon is paid.
- FixedCouponBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for FixedCouponBondPaymentPeriod.
- FixedCouponBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for FixedCouponBondPaymentPeriod.
- FixedCouponBondSecurity - Class in com.opengamma.strata.product.bond
-
A security representing a fixed coupon bond.
- FixedCouponBondSecurity.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for FixedCouponBondSecurity.
- FixedCouponBondSecurity.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for FixedCouponBondSecurity.
- FixedCouponBondTrade - Class in com.opengamma.strata.product.bond
-
A trade representing a fixed coupon bond.
- FixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for FixedCouponBondTrade.
- FixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for FixedCouponBondTrade.
- FixedCouponBondYieldConvention - Enum in com.opengamma.strata.product.bond
-
A convention defining accrued interest calculation type for a bond security.
- fixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
-
The meta-property for the fixedCurve property.
- FixedIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Ibor swap trades.
- FixedIborSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard Fixed-Ibor swap conventions.
- FixedIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Fixed-Ibor interest rate swap.
- FixedIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for FixedIborSwapCurveNode.
- FixedIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for FixedIborSwapCurveNode.
- FixedIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Fixed-Ibor swap trades.
- FixedIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for FixedIborSwapTemplate.
- FixedIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for FixedIborSwapTemplate.
- FixedInflationSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Inflation swap trades.
- FixedInflationSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Fixed-Inflation swap conventions.
- FixedInflationSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
An template for creating inflation swap trades.
- FixedInflationSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for FixedInflationSwapTemplate.
- FixedInflationSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for FixedInflationSwapTemplate.
- fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Checks that there is exactly one fixed leg and returns it.
- fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Checks that there is exactly one fixed leg and returns it.
- fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
Sets the market convention of the fixed leg.
- fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
The meta-property for the fixedLeg property.
- fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
Sets the market convention of the fixed leg.
- fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
The meta-property for the fixedLeg property.
- fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
Sets the market convention of the fixed leg.
- fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
The meta-property for the fixedLeg property.
- FixedOvernightSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Overnight swap trades.
- FixedOvernightSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard Fixed-Overnight swap conventions.
- FixedOvernightSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Fixed-Overnight interest rate swap.
- FixedOvernightSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for FixedOvernightSwapCurveNode.
- FixedOvernightSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for FixedOvernightSwapCurveNode.
- FixedOvernightSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Fixed-Overnight swap trades.
- FixedOvernightSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for FixedOvernightSwapTemplate.
- FixedOvernightSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for FixedOvernightSwapTemplate.
- fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the fixed coupon rate.
- fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the fixed coupon rate.
- fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets the fixed coupon rate.
- fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the fixed coupon rate.
- fixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the fixed interest rate to be paid.
- fixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
Sets the fixed rate of interest.
- fixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the fixed rate of interest.
- fixedRate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the fixed rate of interest.
- fixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the fixedRate property.
- fixedRate(Double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
Sets the fixed rate for the fixing date, optional.
- fixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
The meta-property for the fixedRate property.
- fixedRate(Double) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
-
Sets the fixed rate to use in the stub.
- fixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
-
The meta-property for the fixedRate property.
- FixedRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a fixed rate swap leg.
- FixedRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for FixedRateCalculation.
- FixedRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for FixedRateCalculation.
- FixedRateObservation - Class in com.opengamma.strata.product.rate
-
Defines a known fixed rate of interest.
- FixedRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for FixedRateObservation.
- FixedRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for the fixed leg of rate swap trades.
- FixedRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for FixedRateSwapLegConvention.
- FixedRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for FixedRateSwapLegConvention.
- FIXING_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The fixing date.
- fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the calendar that determines which dates are fixing dates.
- fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the fixingCalendar property.
- fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the calendar that determines which dates are fixing dates.
- fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the fixingCalendar property.
- fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the calendar that the index uses.
- fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the fixingCalendar property.
- fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
-
Sets the resolved calendar that the index uses.
- fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
-
The meta-property for the fixingCalendar property.
- fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
-
Sets the resolved calendar that the index uses.
- fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
-
The meta-property for the fixingCalendar property.
- fixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
The meta-property for the fixingDate property.
- fixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
The meta-property for the fixingDate property.
- fixingDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the date of the index fixing.
- fixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the fixingDate property.
- fixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
The meta-property for the fixingDate property.
- fixingDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the date of the index fixing.
- fixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the fixingDate property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the adjustment applied to the effective date to obtain the fixing date.
- fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the offset of the fixing date from each adjusted reset date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the offset of the fixing date from the start date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the offset of the fixing date from the start date, optional with defaulting getter.
- fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the offset of the fixing date from the start date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the offset of the fixing date from the start date, optional with defaulting getter.
- fixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
Sets the offset of the FX reset fixing date from each adjusted accrual date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the offset of the fixing date from each adjusted reset date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the offset of the fixing date from each adjusted reset date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the fixingDateOffset property.
- fixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
The meta-property for the fixingMonth property.
- fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
- fixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the fixingRelativeTo property.
- FixingRelativeTo - Enum in com.opengamma.strata.product.swap
-
The base date that each rate fixing is made relative to.
- fixingRelativeTo(FxResetFixingRelativeTo) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
Sets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
- fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
The meta-property for the fixingRelativeTo property.
- fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
- fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the fixingRelativeTo property.
- fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the base date that each fixing is made relative to, optional with defaulting getter.
- fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the fixingRelativeTo property.
- fixings() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
-
The meta-property for the fixings property.
- fixings() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
-
The meta-property for the fixings property.
- fixings() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
-
The meta-property for the fixings property.
- fixings() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
-
The meta-property for the fixings property.
- fixings() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
-
The meta-property for the fixings property.
- fixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
-
The meta-property for the fixings property.
- FixingSeriesCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of historical fixing series into memory from CSV resources.
- fixingTime(LocalTime) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the fixing time.
- fixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the fixingTime property.
- fixingTime(LocalTime) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
Sets the fixing time.
- fixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
The meta-property for the fixingTime property.
- fixingZone(ZoneId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the fixing time-zone.
- fixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the fixingZone property.
- fixingZone(ZoneId) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
Sets the time-zone of the fixing time.
- fixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
The meta-property for the fixingZone property.
- FLAT - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
-
Flat extrapolator.
- flatCombine(Iterable<? extends Result<T>>, Function<Stream<T>, Result<R>>) - Static method in class com.opengamma.strata.collect.result.Result
-
Takes a collection of results, checks if all of them are successes
and then applies the supplied function to the successes.
- flatFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
Sets the market convention of the floating leg that does not have the spread applied.
- flatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
The meta-property for the flatFloatingLeg property.
- flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
Sets the market convention of the floating leg that does not have the spread applied.
- flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
The meta-property for the flatLeg property.
- flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
Sets the market convention of the floating leg that does not have the spread applied.
- flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
The meta-property for the flatLeg property.
- flatMap(Function<? super Map.Entry<K, V>, ? extends Stream<? extends R>>) - Method in class com.opengamma.strata.collect.MapStream
-
- flatMap(Function<? super T, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
-
Processes a successful result by applying a function that returns another result.
- flatMapToDouble(Function<? super Map.Entry<K, V>, ? extends DoubleStream>) - Method in class com.opengamma.strata.collect.MapStream
-
- flatMapToInt(Function<? super Map.Entry<K, V>, ? extends IntStream>) - Method in class com.opengamma.strata.collect.MapStream
-
- flatMapToLong(Function<? super Map.Entry<K, V>, ? extends LongStream>) - Method in class com.opengamma.strata.collect.MapStream
-
- floatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
Sets the market convention of the floating leg.
- floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
The meta-property for the floatingLeg property.
- floatingLeg(InflationRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
Sets the market convention of the floating leg.
- floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
The meta-property for the floatingLeg property.
- floatingLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
Sets the market convention of the floating leg.
- floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
The meta-property for the floatingLeg property.
- floatingRate(IborRateObservation) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
Sets the floating rate of interest.
- floatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
The meta-property for the floatingRate property.
- floatingRate(RateObservation) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the floating rate of interest.
- floatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the floatingRate property.
- FloatingRateName - Class in com.opengamma.strata.basics.index
-
A floating rate index name, such as Libor, Euribor or US Fed Fund.
- FloatingRateName.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for FloatingRateName.
- FloatingRateNames - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard Floating rate names.
- FloatingRateType - Enum in com.opengamma.strata.basics.index
-
The type of a floating rate index.
- floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the optional floorlet strike.
- floorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the floorlet property.
- floorlet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the optional floorlet strike.
- floorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the floorlet property.
- floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the floor schedule, optional.
- floorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the floorSchedule property.
- floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the floor schedule, optional.
- floorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the floorSchedule property.
- FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'Following' convention which adjusts to the next business day.
- forEach(IntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Applies an action to each value in the array.
- forEach(IntIntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Applies an action to each value in the matrix.
- forEach(BiConsumer<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream
-
Performs an action for each entry in the stream, passing the key and value to the action.
- forEach(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- forEach(ObjDoubleConsumer<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Applies an action to each pair in the time series.
- forEachOrdered(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- FORECAST_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The forecast value.
- forecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
The meta-property for the forecastValue property.
- forecastValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the forecast value of the FRA product.
- forecastValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the forecast value of the FRA trade.
- forecastValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the forecast value of the swap leg.
- forecastValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the forecast value of the swap product.
- forecastValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the forecast value of the swap trade.
- forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
-
Calculates the forecast value of a single payment event.
- forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Calculates the forecast value of a single payment period.
- forecastValueSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the forecast value sensitivity of the FRA product.
- forecastValueSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the forecast value sensitivity of the FRA trade.
- forecastValueSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the forecast value sensitivity of the swap leg.
- forecastValueSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the forecast value sensitivity of the swap product.
- forecastValueSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the forecast value sensitivity of the swap trade.
- forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
-
Calculates the forecast value sensitivity of a single payment event.
- forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Calculates the forecast value sensitivity of a single payment period.
- format(String, Object) - Static method in class com.opengamma.strata.collect.Messages
-
Formats a templated message inserting a single argument.
- format(String, Object...) - Static method in class com.opengamma.strata.collect.Messages
-
Formats a templated message inserting arguments.
- FormatCategory - Enum in com.opengamma.strata.report.framework.format
-
Defines categories of data types.
- formatData(CashFlowReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
-
- formatData(R, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
-
Formats a piece of data for display.
- formatData(TradeReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
-
- formatForCsv(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter
-
Formats a value for use in a CSV file.
- formatForDisplay(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter
-
Formats a value for display.
- FormatSettings<T> - Class in com.opengamma.strata.report.framework.format
-
Contains formatting settings for a specific type.
- FormatSettings.Meta<T> - Class in com.opengamma.strata.report.framework.format
-
The meta-bean for FormatSettings.
- FormatSettingsProvider - Class in com.opengamma.strata.report.framework.format
-
Provides and caches format settings across types.
- FormatSettingsProvider() - Constructor for class com.opengamma.strata.report.framework.format.FormatSettingsProvider
-
Creates an instance.
- formatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
The meta-property for the formatter property.
- formatValue(Object, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
-
Formats a value into a string.
- forward() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
The meta-property for the forward property.
- forward() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
-
The meta-property for the forward property.
- forward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
The meta-property for the forward property.
- FORWARD_FX_RATE - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the forward FX rate of the calculation target.
- FORWARD_RATE - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a forward rate - 'ForwardRate'.
- forwardCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
Sets the forward curves in the group, keyed by index.
- forwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
-
The meta-property for the forwardCurves property.
- forwardFxRate(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the forward exchange rate.
- forwardFxRate(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Computes the forward exchange rate.
- forwardFxRatePointSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Computes the forward exchange rate point sensitivity.
- forwardFxRateSpotSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Computes the sensitivity of the forward exchange rate to the spot rate.
- ForwardPriceIndexValues - Class in com.opengamma.strata.market.view
-
Provides values for a Price index from a forward curve.
- ForwardPriceIndexValues.Meta - Class in com.opengamma.strata.market.view
-
The meta-bean for ForwardPriceIndexValues.
- FpmlDocument - Class in com.opengamma.strata.loader.fpml
-
Provides data about the whole FpML document and parse helper methods.
- FpmlDocument(XmlElement, Map<String, XmlElement>, FpmlPartySelector, FpmlTradeInfoParserPlugin, ReferenceData) - Constructor for class com.opengamma.strata.loader.fpml.FpmlDocument
-
Creates an instance, based on the specified element.
- FpmlDocumentParser - Class in com.opengamma.strata.loader.fpml
-
Loader of trade data in FpML format.
- FpmlParseException - Exception in com.opengamma.strata.loader.fpml
-
Exception thrown when parsing FpML.
- FpmlParseException(String) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException
-
Creates an instance based on a message.
- FpmlParserPlugin - Interface in com.opengamma.strata.loader.fpml
-
Pluggable FpML trade parser.
- FpmlPartySelector - Interface in com.opengamma.strata.loader.fpml
-
Finds the party representing "us" in FpML.
- FpmlTradeInfoParserPlugin - Interface in com.opengamma.strata.loader.fpml
-
Pluggable FpML trade information parser.
- FR - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'FR' - France.
- FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for FR-EXT-CPI Price index.
- FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The consumer price index for France,
"Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".
- Fra - Class in com.opengamma.strata.product.fra
-
A forward rate agreement (FRA).
- Fra.Builder - Class in com.opengamma.strata.product.fra
-
The bean-builder for Fra.
- Fra.Meta - Class in com.opengamma.strata.product.fra
-
The meta-bean for Fra.
- FRA_MQ - Static variable in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
-
- FRA_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
- FraCalculationFunction - Class in com.opengamma.strata.function.calculation.fra
-
Perform calculations on a single FraTrade for each of a set of scenarios.
- FraCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.FraCalculationFunction
-
Creates an instance.
- FraConvention - Interface in com.opengamma.strata.product.fra.type
-
A market convention for forward rate agreement (FRA) trades.
- fraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
The meta-property for the fraction property.
- FraCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Forward Rate Agreement (FRA).
- FraCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for FraCurveNode.
- FraCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for FraCurveNode.
- FraDiscountingMethod - Enum in com.opengamma.strata.product.fra
-
A convention defining how to discount Forward Rate Agreements (FRAs).
- FraFunctionGroups - Class in com.opengamma.strata.function.calculation.fra
-
Contains function groups for built-in FRA calculation functions.
- FraTemplate - Class in com.opengamma.strata.product.fra.type
-
A template for creating a forward rate agreement (FRA) trade.
- FraTemplate.Builder - Class in com.opengamma.strata.product.fra.type
-
The bean-builder for FraTemplate.
- FraTemplate.Meta - Class in com.opengamma.strata.product.fra.type
-
The meta-bean for FraTemplate.
- FraTrade - Class in com.opengamma.strata.product.fra
-
A trade in a forward rate agreement (FRA).
- FraTrade.Builder - Class in com.opengamma.strata.product.fra
-
The bean-builder for FraTrade.
- FraTrade.Meta - Class in com.opengamma.strata.product.fra
-
The meta-bean for FraTrade.
- Frequency - Class in com.opengamma.strata.basics.schedule
-
A periodic frequency used by financial products that have a specific event every so often.
- frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the regular periodic frequency to use.
- frequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the frequency property.
- frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the periodic frequency used when building the schedule.
- frequency() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
The meta-property for the frequency property.
- frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the frequency of the bond payments.
- frequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the frequency property.
- frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the frequency of the bond payments.
- frequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the frequency property.
- FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for a calendar declaring all days as business days
except Friday/Saturday weekends, with code 'FriSat'.
- FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
An instance declaring all days as business days except Friday/Saturday weekends.
- FRPA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Paris, France, with code 'FRPA'.
- function(CheckedFunction<T, R>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the Function interface.
- functionArguments() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
-
The meta-property for the functionArguments property.
- FunctionConfig<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config
-
Configuration of a function that performs a calculation.
- functionConfig(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
Returns a function group to calculate a value of the measure for the target if this rule applies to the target.
- functionConfig() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
-
The meta-property for the functionConfig property.
- functionConfig(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.config.pricing.FunctionGroup
-
Returns configuration for a function to calculate the value of a measure for a target.
- FunctionConfig.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config
-
The meta-bean for FunctionConfig.
- FunctionConfigBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config
-
Mutable builder for building instances of FunctionConfig.
- functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
- FunctionGroup<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.config.pricing
-
A function group provides configuration for functions that perform calculations.
- functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
Returns a function group to calculate a value of the measure for the target if this rule applies to the target.
- functionGroup() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
-
The meta-property for the functionGroup property.
- functionGroup(FunctionGroup<T>) - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder
-
Sets the function group that performs the calculations matching the rule.
- functionGroup(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules
-
Returns a function group specifying how a measure should be calculated for the target.
- FunctionGroupName - Class in com.opengamma.strata.calc.config.pricing
-
The name of a function group.
- FunctionRequirements - Class in com.opengamma.strata.calc.marketdata
-
Specifies the market data required for a function to perform a calculation.
- FunctionRequirements.Builder - Class in com.opengamma.strata.calc.marketdata
-
The bean-builder for FunctionRequirements.
- FunctionRequirements.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for FunctionRequirements.
- functionType() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
-
The meta-property for the functionType property.
- FunctionUtils - Class in com.opengamma.strata.calc.runner.function
-
Static utility methods useful when writing calculation functions.
- futureExpiryDate() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
The meta-property for the futureExpiryDate property.
- FutureOptionPremiumStyle - Enum in com.opengamma.strata.product.common
-
The style of premium for an option on a futures contract.
- futurePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
The meta-property for the futurePrice property.
- futurePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
The meta-property for the futurePrice property.
- futuresConvexityFactor(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Calculates the future convexity factor for the specified period at the future reference date.
- futuresConvexityFactorAdjoint(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Calculates the future convexity factor and its derivative for the specified period at the future reference date.
- futureSecurityId() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
The meta-property for the futureSecurityId property.
- futureSecurityId(SecurityId) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
-
Sets the ID of the underlying future.
- futureSecurityId() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
-
The meta-property for the futureSecurityId property.
- fuzzyEquals(double[], double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Compares each element in the first array to the matching index in the second array within a tolerance.
- fuzzyEqualsZero(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Compares each element in the array to zero within a tolerance.
- FX_SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
- FxConvertible<R> - Interface in com.opengamma.strata.basics.currency
-
Defines a standard mechanism for converting an object representing one or more
monetary amounts to a single currency.
- fxForwardRates() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
-
The meta-property for the fxForwardRates property.
- FxForwardRates - Interface in com.opengamma.strata.market.view
-
Provides access to rates for a currency pair.
- fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
-
- fxForwardRates(CurrencyPair) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the forward FX rates for a currency pair.
- FxForwardSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to a forward rate of an FX rate for a currency pair.
- FxForwardSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for FxForwardSensitivity.
- FxIndex - Interface in com.opengamma.strata.basics.index
-
An index of foreign exchange rates.
- FxIndexObservation - Class in com.opengamma.strata.basics.index
-
Information about a single observation of an FX index.
- FxIndexObservation.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for FxIndexObservation.
- FxIndexRates - Interface in com.opengamma.strata.market.view
-
Provides access to rates for an FX index.
- fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
-
- fxIndexRates(FxIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the rates for an FX index.
- FxIndexSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to a forward rate of an FX rate for an FX index.
- FxIndexSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for FxIndexSensitivity.
- FxIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard foreign exchange indices.
- FxMatrix - Class in com.opengamma.strata.basics.currency
-
A matrix of foreign exchange rates.
- FxMatrix.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for FxMatrix.
- FxMatrixBuilder - Class in com.opengamma.strata.basics.currency
-
- FxNdf - Class in com.opengamma.strata.product.fx
-
A Non-Deliverable Forward (NDF).
- FxNdf.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxNdf.
- FxNdf.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxNdf.
- FxNdfCalculationFunction - Class in com.opengamma.strata.function.calculation.fx
-
Perform calculations on a single FxNdfTrade for each of a set of scenarios.
- FxNdfCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfCalculationFunction
-
Creates an instance.
- FxNdfFunctionGroups - Class in com.opengamma.strata.function.calculation.fx
-
Contains function groups for built-in FX Non-Deliverable Forward (NDF) calculation functions.
- FxNdfTrade - Class in com.opengamma.strata.product.fx
-
A trade in a Non-Deliverable Forward (NDF).
- FxNdfTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxNdfTrade.
- FxNdfTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxNdfTrade.
- FxOptionSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to an implied volatility for a FX option model.
- FxOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for FxOptionSensitivity.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Gets the FX rate for the specified currency pair.
- FxRate - Class in com.opengamma.strata.basics.currency
-
A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate
-
Gets the FX rate for the specified currency pair.
- fxRate(Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
-
Gets the FX rate for the specified currency pair.
- fxRate(CurrencyPair) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
-
Gets the FX rate for the specified currency pair.
- fxRate(Currency, Currency, int) - Method in class com.opengamma.strata.basics.currency.FxRatesArray
-
Returns the FX rate for the specified currency pair and scenario index.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.calc.runner.function.result.ScenarioRateProvider
-
- fxRate(Currency, Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the FX rate for the specified currency pair on the valuation date.
- fxRate(CurrencyPair) - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the FX rate for the specified currency pair on the valuation date.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
-
- FxRate.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for FxRate.
- FxRateConfig - Class in com.opengamma.strata.function.marketdata.fx
-
Configuration defining how to create
FxRate instances from observable market data.
- FxRateConfig.Builder - Class in com.opengamma.strata.function.marketdata.fx
-
The bean-builder for FxRateConfig.
- FxRateConfig.Meta - Class in com.opengamma.strata.function.marketdata.fx
-
The meta-bean for FxRateConfig.
- FxRateId - Class in com.opengamma.strata.basics.market
-
Identifies the market data for an FX rate.
- FxRateId.Meta - Class in com.opengamma.strata.basics.market
-
The meta-bean for FxRateId.
- FxRateKey - Class in com.opengamma.strata.basics.market
-
Market data key identifying an FX rate.
- FxRateKey.Meta - Class in com.opengamma.strata.basics.market
-
The meta-bean for FxRateKey.
- FxRateMarketDataFunction - Class in com.opengamma.strata.function.marketdata.fx
-
Function which builds
FxRate instances from observable market data.
- FxRateMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction
-
- FxRateProvider - Interface in com.opengamma.strata.basics.currency
-
A provider of FX rates.
- fxRateProvider() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
-
The meta-property for the fxRateProvider property.
- fxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the fxRateProvider property.
- fxRateProvider(FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Sets the FX rate provider.
- FxRatesArray - Class in com.opengamma.strata.basics.currency
-
A set of FX rates between two currencies containing rates for multiple scenarios.
- FxRatesArray.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for FxRatesArray.
- FxRatesCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of FX rates into memory from CSV resources.
- FxReset - Class in com.opengamma.strata.product.swap
-
An FX rate conversion for the notional amount of a swap leg.
- fxReset(FxResetCalculation) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the FX reset definition, optional.
- fxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the fxReset property.
- fxReset(FxReset) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the FX reset definition, optional.
- fxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the fxReset property.
- FxReset.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for FxReset.
- FxReset.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for FxReset.
- FxResetCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of an FX rate conversion for the notional amount of a swap leg.
- FxResetCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for FxResetCalculation.
- FxResetCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for FxResetCalculation.
- FxResetFixingRelativeTo - Enum in com.opengamma.strata.product.swap
-
The base date that each FX reset fixing is made relative to.
- FxResetNotionalExchange - Class in com.opengamma.strata.product.swap
-
An exchange of notionals between two counterparties where FX reset applies.
- FxResetNotionalExchange.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for FxResetNotionalExchange.
- FxResetNotionalExchange.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for FxResetNotionalExchange.
- FxSingle - Class in com.opengamma.strata.product.fx
-
A single foreign exchange, such as an FX forward or FX spot.
- FxSingle.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxSingle.
- FxSingleCalculationFunction - Class in com.opengamma.strata.function.calculation.fx
-
Perform calculations on a single FxSingleTrade for each of a set of scenarios.
- FxSingleCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSingleCalculationFunction
-
Creates an instance.
- FxSingleFunctionGroups - Class in com.opengamma.strata.function.calculation.fx
-
Contains function groups for built-in FX calculation functions.
- FxSingleTrade - Class in com.opengamma.strata.product.fx
-
A foreign exchange trade, such as an FX forward or FX spot.
- FxSingleTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxSingleTrade.
- FxSingleTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxSingleTrade.
- FxSwap - Class in com.opengamma.strata.product.fx
-
An FX swap.
- FxSwap.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxSwap.
- FxSwapCalculationFunction - Class in com.opengamma.strata.function.calculation.fx
-
Perform calculations on a single FxSwapTrade for each of a set of scenarios.
- FxSwapCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapCalculationFunction
-
Creates an instance.
- FxSwapConvention - Interface in com.opengamma.strata.product.fx.type
-
A market convention for FX Swap trades.
- FxSwapConventions - Class in com.opengamma.strata.product.fx.type
-
Market standard FX swap conventions.
- FxSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is an FX Swap.
- FxSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for FxSwapCurveNode.
- FxSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for FxSwapCurveNode.
- FxSwapFunctionGroups - Class in com.opengamma.strata.function.calculation.fx
-
Contains function groups for built-in FX swap calculation functions.
- FxSwapTemplate - Class in com.opengamma.strata.product.fx.type
-
A template for creating an FX swap trade.
- FxSwapTemplate.Builder - Class in com.opengamma.strata.product.fx.type
-
The bean-builder for FxSwapTemplate.
- FxSwapTemplate.Meta - Class in com.opengamma.strata.product.fx.type
-
The meta-bean for FxSwapTemplate.
- FxSwapTrade - Class in com.opengamma.strata.product.fx
-
A trade in an FX swap.
- FxSwapTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxSwapTrade.
- FxSwapTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxSwapTrade.
- FxVanillaOption - Class in com.opengamma.strata.product.fx
-
A vanilla FX option.
- FxVanillaOption.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxVanillaOption.
- FxVanillaOption.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxVanillaOption.
- FxVanillaOptionTrade - Class in com.opengamma.strata.product.fx
-
A trade in a vanilla FX option.
- FxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxVanillaOptionTrade.
- FxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxVanillaOptionTrade.
- FxVolatilitySurfaceYearFractionNodeMetadata - Class in com.opengamma.strata.market.surface.meta
-
Surface node metadata for a surface node with a specific time to expiry and strike.
- FxVolatilitySurfaceYearFractionNodeMetadata.Meta - Class in com.opengamma.strata.market.surface.meta
-
The meta-bean for FxVolatilitySurfaceYearFractionNodeMetadata.
- gamma(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the gamma of the foreign exchange vanilla option product.
- gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the gamma of the bond future option product.
- gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the gamma of the bond future option product based on the price of the underlying future.
- GB - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'GB' - United Kingdom.
- GB_HICP - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The harmonized consumer price index for the United Kingdom,
"Non-revised Harmonised Index of Consumer Prices".
- GB_RPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for GB-RPI Price index.
- GB_RPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The retail price index for the United Kingdom,
"Non-revised Retail Price Index All Items in the United Kingdom".
- GB_RPIX - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The retail price index for the United Kingdom excluding mortgage interest payments,
"Non-revised Retail Price Index Excluding Mortgage Interest Payments in the United Kingdom".
- GBLO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of London, United Kingdom, with code 'GBLO'.
- GBP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'GBP' - British pound.
- GBP_DEPOSIT - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'GBP-Deposit' term deposit convention with T+0 settlement date.
- GBP_EUR - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
-
The "GBP/EUR" FX Swap convention.
- GBP_EUR - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
-
GBP/EUR convention with 2 days spot date.
- GBP_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
-
The 'GBP-European' CDS convention.
- GBP_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'GBP-FIXED-1Y-LIBOR-3M' swap convention.
- GBP_FIXED_1Y_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
-
The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.
- GBP_FIXED_6M_GB_HCIP - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
GBP vanilla fixed vs UK HCIP swap.
- GBP_FIXED_6M_GB_RPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
GBP vanilla fixed vs UK RPI swap.
- GBP_FIXED_6M_GB_RPIX - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
GBP vanilla fixed vs UK RPIX swap.
- GBP_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'GBP-FIXED-6M-LIBOR-6M' swap convention.
- GBP_FIXED_TERM_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
-
The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.
- GBP_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions
-
The 'GBP-ISDA' curve.
- GBP_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for GBP-LIBOR.
- GBP_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 10 years.
- GBP_LIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 12 years.
- GBP_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 15 years.
- GBP_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 1 year.
- GBP_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 20 years.
- GBP_LIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 25 years.
- GBP_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 2 years.
- GBP_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 30 years.
- GBP_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 3 years.
- GBP_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 4 years.
- GBP_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 5 years.
- GBP_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 6 years.
- GBP_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 7 years.
- GBP_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 8 years.
- GBP_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 9 years.
- GBP_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month LIBOR index for GBP.
- GBP_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month LIBOR index for GBP.
- GBP_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week LIBOR index for GBP.
- GBP_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month LIBOR index for GBP.
- GBP_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month LIBOR index for GBP.
- GBP_LIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
-
The 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.
- GBP_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month LIBOR index for GBP.
- GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for GBP-SONIA Overnight index.
- GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The SONIA index for GBP.
- GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
-
The "GBP/USD" FX Swap convention.
- GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
-
GBP/USD convention with 2 days spot date.
- GBP_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
-
The FX index for conversion from GBP to USD, as defined by the WM company
"Closing Spot rates".
- GEARING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The gearing, that the rate is multiplied by.
- gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the gearing multiplier, optional.
- gearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the gearing property.
- gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets the gearing multiplier, optional.
- gearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the gearing property.
- gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
Sets the gearing multiplier, optional.
- gearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
The meta-property for the gearing property.
- gearing(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the gearing multiplier, defaulted to 1.
- gearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the gearing property.
- generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in class com.opengamma.strata.pricer.calibration.ImmutableRatesProviderGenerator
-
- generate(DoubleArray) - Method in interface com.opengamma.strata.pricer.calibration.RatesProviderGenerator
-
Generates a rates provider from a set of parameters.
- generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in interface com.opengamma.strata.pricer.calibration.RatesProviderGenerator
-
Generates a rates provider from a set of parameters and calibration information.
- GenericSecurity - Class in com.opengamma.strata.product
-
A generic security, defined in terms of the value of each tick.
- GenericSecurity.Meta - Class in com.opengamma.strata.product
-
The meta-bean for GenericSecurity.
- GenericSecurityPosition - Class in com.opengamma.strata.product
-
A position in a security, where the security is embedded ready for mark-to-market pricing.
- GenericSecurityPosition.Builder - Class in com.opengamma.strata.product
-
The bean-builder for GenericSecurityPosition.
- GenericSecurityPosition.Meta - Class in com.opengamma.strata.product
-
The meta-bean for GenericSecurityPosition.
- GenericSecurityTrade - Class in com.opengamma.strata.product
-
A trade representing the purchase or sale of a security,
where the security is embedded ready for mark-to-market pricing.
- GenericSecurityTrade.Builder - Class in com.opengamma.strata.product
-
The bean-builder for GenericSecurityTrade.
- GenericSecurityTrade.Meta - Class in com.opengamma.strata.product
-
The meta-bean for GenericSecurityTrade.
- GenericSecurityTradeCalculationFunction - Class in com.opengamma.strata.function.calculation.security
-
Perform calculations on a single GenericSecurityTrade for each of a set of scenarios.
- GenericSecurityTradeCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.security.GenericSecurityTradeCalculationFunction
-
Creates an instance.
- GenericSecurityTradeFunctionGroups - Class in com.opengamma.strata.function.calculation.security
-
Contains function groups for built-in generic security calculation functions.
- GenericVolatilitySurfaceYearFractionMetadata - Class in com.opengamma.strata.market.surface.meta
-
Surface node metadata for a generic volatility surface node with a specific time to expiry and strike.
- GenericVolatilitySurfaceYearFractionMetadata.Meta - Class in com.opengamma.strata.market.surface.meta
-
The meta-bean for GenericVolatilitySurfaceYearFractionMetadata.
- get(String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- get(TemporalUnit) - Method in class com.opengamma.strata.basics.date.Tenor
-
Gets the value of the specified unit.
- get(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
-
- get(TemporalUnit) - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Gets the value of the specified unit.
- get(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.Column.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
-
- get(Class<T>, String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
Returns the configuration object with the specified type and name if available.
- get(Class<T>, TypedString<?>) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
Returns the configuration object with the specified type and name if available.
- get(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
Returns an item of configuration that is the default of its type.
- get(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
-
- get(int) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
- get(int) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
- get(int) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
- get(int) - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
-
Returns the value at the specified index.
- get(int) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
-
- get(int) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
-
- get(String) - Method in class com.opengamma.strata.calc.runner.Results.Builder
-
- get(int, int) - Method in class com.opengamma.strata.calc.runner.Results
-
Returns the results for a target and column for a set of scenarios.
- get(int) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Gets the value at the specified index in this array.
- get(int, int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the value at the specified row and column in this matrix.
- get() - Method in interface com.opengamma.strata.collect.function.CheckedSupplier
-
Gets a result.
- get(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Gets the value associated with the specified date.
- get(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Gets the value associated with the specified date.
- get(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
-
- get(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
-
- get(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
- get(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMap
-
Gets a value by key.
- get(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
-
- get(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.equity.Equity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
- get(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
- get(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
-
- get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
- get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
- get(String) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.Swap.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
- get(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
- get(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
- get(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
- getAbsoluteTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
Gets the absolute tolerance for the root finder.
- getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the business day adjustment to apply to accrual schedule dates.
- getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the business day adjustment to apply to accrual schedule dates.
- getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the business day adjustment to apply to accrual schedule dates.
- getAccrualDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the day count convention to be used for calculating the accrual.
- getAccrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the accrual factor, defaulted from the index if not set.
- getAccrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the accrual factor, defaulted from the index if not set.
- getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the periodic frequency of accrual.
- getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the periodic frequency of accrual.
- getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the periodic frequency of accrual.
- getAccrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
- getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
- getAccrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the accrual periods that combine to form the payment period.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the accrual schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the accrual schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the accrual schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the accrual schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the accrual period schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the accrual schedule.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the additional spread added to the price.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the additional spread added to the market quote.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the additional spread added to the market quote.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the additional spread added to the market quote.
- getAdditionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Gets the addition convention to apply.
- getAdditionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Gets the addition convention to apply.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
Gets the business day adjustment that is to be applied to the unadjusted date.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the business day adjustment that is performed to the result of the addition.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Gets the business day adjustment that is performed to the result of the addition.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Gets the business day adjustment that is performed to the result of the addition.
- getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the FX rate agreed for the value date at the inception of the trade.
- getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the FX rate agreed for the value date at the inception of the trade.
- getAlphaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the value of the alpha sensitivity.
- getAmount() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Gets the amount of the currency.
- getAmount(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the CurrencyAmount for the specified currency.
- getAmount() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the amount of the payment.
- getAmount() - Method in interface com.opengamma.strata.market.amount.LegAmount
-
Gets the amount associated with the leg.
- getAmount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets the amount associated with the leg.
- getAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the known amount schedule.
- getAmount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the notional amount.
- getAmounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the set of currency amounts.
- getAmounts() - Method in class com.opengamma.strata.market.amount.LegAmounts
-
Gets the leg amounts.
- getArguments() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
-
Returns the constructor arguments used when creating function instances.
- getAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets an attribute by name, throwing an exception if not found.
- getAttribute(PositionAttributeType<T>) - Method in class com.opengamma.strata.product.PositionInfo
-
Gets the attribute associated with the specified type.
- getAttribute(SecurityAttributeType<T>) - Method in class com.opengamma.strata.product.SecurityInfo
-
Gets the attribute associated with the specified type.
- getAttribute(TradeAttributeType<T>) - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the attribute associated with the specified type.
- getAttributes() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the attributes.
- getAttributes() - Method in class com.opengamma.strata.product.PositionInfo
-
Gets the position attributes.
- getAttributes() - Method in class com.opengamma.strata.product.SecurityInfo
-
Gets the security attributes.
- getAttributes() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the trade attributes.
- getAvailableCountries() - Static method in class com.opengamma.strata.basics.location.Country
-
Obtains the set of available countries.
- getAvailableCurrencies() - Static method in class com.opengamma.strata.basics.currency.Currency
-
Obtains the set of configured currencies.
- getAvailablePairs() - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Obtains the set of configured currency pairs.
- getAveragingMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Gets the rate averaging method, defaulted to 'Unweighted'.
- getBase() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the base currency of the pair.
- getBaseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the amount in the base currency, positive if receiving, negative if paying.
- getBaseCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
-
Gets the discount factors for the base currency of the currency pair.
- getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Gets the payment in the base currency, positive if receiving, negative if paying.
- getBetaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the value of the beta sensitivity.
- getBondGroup() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Gets the bond group.
- getBondGroup() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
-
Gets the bond group.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the business day adjustment to apply.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the business day adjustment to apply to the start and end dates.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the business day adjustment to apply to the start and end dates.
- getBusinessDayAdjustment() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the business day adjustment.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the business day adjustment.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the business day adjustment to apply to the start and end date, optional.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the business day adjustment to apply to the start and end date, optional.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the business day adjustment to apply to the start and end date,
providing a default result if no override specified.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the business day adjustment to apply to the start and end date.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the business day adjustment to apply to the start and end date, optional.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the business day adjustment to apply to the start and end date,
providing a default result if no override specified.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Gets the business day adjustment to apply to the start and end date,
providing a default result if no override specified.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the business day adjustment to apply to the reference date.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the business day adjustment to apply, optional.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Gets the business day adjustment to apply to each reset date.
- getBusinessDayConvention() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Gets the applicable business day convention for any underlying instruments.
- getBuySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
- getBuySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets whether the term deposit is 'Buy' or 'Sell'.
- getBuySell() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets whether the FRA is buy or sell.
- getBuySellProtection() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets whether the CDS is buy or sell.
- getBuySellProtection() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets whether the CDS is buy or sell.
- getByteSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the byte source to access the resource.
- getCalculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the interest rate accrual calculation.
- getCalculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the interest rate accrual calculation.
- getCalculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the calculation results.
- getCalendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Gets the calendar that defines holidays and business days.
- getCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the holiday calendar that defines the meaning of a day when performing the addition.
- getCalibrator() - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
-
Gets the curve calibrator.
- getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
Gets the Ibor cap/floor leg of the product.
- getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
Gets the Ibor cap/floor leg of the product.
- getCaplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the optional caplet strike.
- getCaplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the optional caplet strike.
- getCapletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the periodic payments based on the successive observed values of an Ibor index.
- getCapSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the cap schedule, optional.
- getCapSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the cap schedule, optional.
- getCashFlow(int) - Method in class com.opengamma.strata.market.amount.CashFlows
-
Gets the cash flow by index.
- getCashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows
-
Gets the cash flows.
- getCashSettlementMethod() - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
Gets the cash settlement method.
- getCategory() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
Gets the category of this type.
- getCauseType() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets the type of the exception that caused the failure, not present if it wasn't caused by an exception.
- getCdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Gets the underlying convention.
- getCdsDateSet(LocalDate, Period[]) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
-
Gets a set of CDS dates fixed periods from an initial CDS date.
- getCdsDateSet(LocalDate, int) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
-
Gets a complete set of CDS dates from some starting CDS date.
- getCells() - Method in class com.opengamma.strata.calc.runner.CalculationResults
-
Gets the calculated cells.
- getCharSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the char source to access the resource using UTF-8.
- getCharSource(Charset) - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the char source to access the resource specifying the character set.
- getChild(int) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets a child element by index.
- getChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the child element with the specified name, throwing an exception if not found or more than one.
- getChildren() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the child elements.
- getChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the child elements matching the specified name.
- getCmsLeg() - Method in class com.opengamma.strata.product.cms.Cms
-
Gets the CMS leg of the product.
- getCmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms
-
Gets the CMS leg of the product.
- getCmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the periodic payments based on the successive observed values of a swap index.
- getCmsPeriodType() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Obtains the type of the CMS period.
- getCode() - Method in class com.opengamma.strata.basics.currency.Currency
-
Gets the three letter ISO code.
- getCode() - Method in class com.opengamma.strata.basics.location.Country
-
Gets the two letter ISO code.
- getColumnCount() - Method in class com.opengamma.strata.calc.runner.Results
-
Gets the number of columns in the results.
- getColumnCount() - Method in interface com.opengamma.strata.report.Report
-
Gets the number of columns in the report table.
- getColumnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the column headers.
- getColumnHeaders() - Method in interface com.opengamma.strata.report.Report
-
Gets the report column headers.
- getColumnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the column headers.
- getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Gets the column index of the value in the results grid.
- getColumnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the keys corresponding to the columns.
- getColumns() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Gets the columns that will be calculated.
- getColumns() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the columns contained in the results.
- getColumns() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the report columns, which may contain information required for formatting.
- getColumns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
Gets the columns in the report.
- getColumnTypes(CashFlowReport) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
-
- getColumnTypes(R) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
-
Gets the type of the data in each report column.
- getColumnTypes(TradeReport) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
-
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the compounding method to use when there is more than one accrual period, default is 'None'.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the compounding method to use when there is more than one accrual period
in each payment period, providing a default result if no override specified.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the compounding method to use when there is more than one accrual period
in each payment period, providing a default result if no override specified.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the compounding method to use when there is more than one accrual period
in each payment period, providing a default result if no override specified.
- getContent() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the element content.
- getContractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Gets the size of each contract.
- getConvention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Gets the convention used to the adjust the date if it does not fall on a business day.
- getConvention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the convention of the swap for which the data is valid.
- getConvention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Gets the convention of the swap for which the data is valid.
- getConvention() - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
-
Gets the convention of the swap for which the data is valid.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
Gets the swap convention.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
Gets the swap convention.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the swap convention.
- getConvention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Gets the underlying Ibor fixing deposit convention.
- getConvention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Gets the underlying term deposit convention.
- getConvention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Gets the underlying FRA convention.
- getConvention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the underlying FX Swap convention.
- getConvention() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
Gets the underlying futures convention.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the market convention of the swap.
- getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the conversion factor for each bond in the basket.
- getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the conversion factor for each bond in the basket.
- getConversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the conversion factor for each bond in the basket.
- getCounter() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the counter currency of the pair.
- getCounterCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
-
Get the counter currency of the underlying FX transaction.
- getCounterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the amount in the counter currency, positive if receiving, negative if paying.
- getCounterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
-
Gets the discount factors for the counter currency of the currency pair.
- getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Gets the payment in the counter currency, positive if receiving, negative if paying.
- getCounterparty() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the counterparty identifier, optional.
- getCoupon() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Gets the coupon.
- getCoupon() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the coupon used to calculate fee payments.
- getCreditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Gets the tenor at each curve node.
- getCurrencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Returns the set of currencies held within this matrix.
- getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the set of stored currencies.
- getCurrencies() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
Returns the set of currencies for which this object contains values.
- getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the currency of the payment.
- getCurrency() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the currency of the Ibor index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the currency of the Overnight index.
- getCurrency() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Gets the currency of the Ibor index.
- getCurrency() - Method in interface com.opengamma.strata.basics.index.RateIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.calc.config.ReportingCurrency
-
Gets the currency if the type is 'Specific'.
- getCurrency() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
Gets the currency of the values.
- getCurrency() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
Gets the currency matched by this filter.
- getCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets the currency of the leg.
- getCurrency() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
Gets the currency of the discount factor curve that is required.
- getCurrency() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
-
- getCurrency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
-
- getCurrency() - Method in interface com.opengamma.strata.market.id.RateCurveId
-
Returns the currency of the curve.
- getCurrency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
-
Gets the currency of the discount curve that is required.
- getCurrency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Gets the currency of the point sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in interface com.opengamma.strata.market.view.DiscountFactors
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
-
Gets the currency that the discount factors are for.
- getCurrency() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
-
Gets the currency that the discount factors are for.
- getCurrency() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
-
Gets the currency that the discount factors are for.
- getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Obtains the currency of the underlying fixed coupon bonds.
- getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
- getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the currency that the future is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the currency that the future is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the currency that the bond is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the currency that the bond is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the currency that the bond is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the currency that the bond is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Obtains the currency of the underlying fixed coupon bonds.
- getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the currency of the product.
- getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the currency of the product.
- getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the currency of the leg associated with the notional.
- getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the currency of the leg.
- getCurrency() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the currency of the leg associated with the notional.
- getCurrency() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the currency of the leg.
- getCurrency() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
Gets the currency of the reference.
- getCurrency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the currency of the CDS.
- getCurrency() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Gets the currency that the yield curve can be used to discount.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the primary currency, defaulted to the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the primary currency,
providing a default result if no override specified.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the primary currency.
- getCurrency() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.equity.Equity
-
Gets the currency that the equity is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.equity.EquitySecurity
-
Gets the currency that the equity is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the primary currency, defaulted to the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the primary currency,
providing a default result if no override specified.
- getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the currency of the trade.
- getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the currency of the trade.
- getCurrency() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the currency that the future is traded in, defaulted from the index if not set.
- getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
- getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the currency that the option is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
- getCurrency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the currency that the future is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets the currency of this payment.
- getCurrency() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
Gets the currency of this payment.
- getCurrency() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
Gets the currency of the Ibor index.
- getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProduct
-
Gets the currency that the security is traded in.
- getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
-
Gets the currency of the trade.
- getCurrency() - Method in interface com.opengamma.strata.product.Security
-
Gets the currency that the security is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Gets the currency that the security is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
Gets the currency of the underlying swap.
- getCurrency() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
-
- getCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the payment currency.
- getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
- getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the currency of the swap leg.
- getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
Gets the currency of the event.
- getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the currency of the swap leg associated with the notional.
- getCurrency() - Method in interface com.opengamma.strata.product.swap.PaymentEvent
-
Gets the currency of the payment resulting from the event.
- getCurrency() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
-
Gets the currency of the payment resulting from the period.
- getCurrency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- getCurrency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- getCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
-
Gets the currency of the underlying swap.
- getCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the primary currency of the swap leg.
- getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the currency of the leg.
- getCurrency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the leg currency.
- getCurrency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the leg currency, optional with defaulting getter.
- getCurrency() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Gets the leg currency.
- getCurrency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the leg currency, optional with defaulting getter.
- getCurrency() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets the currency of the swaption.
- getCurrency() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the currency of the swaption.
- getCurrencyPair() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the currency pair of the index.
- getCurrencyPair() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Gets the currency pair of the FX index.
- getCurrencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the currency pair.
- getCurrencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Gets the currency pair for which the sensitivity is computed.
- getCurrencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
Gets the currency pair for which the sensitivity is presented.
- getCurrencyPair() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
Gets the currency pair that describes the node.
- getCurrencyPair() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
-
Gets the currency pair that the rates are for.
- getCurrencyPair() - Method in interface com.opengamma.strata.market.view.FxForwardRates
-
Gets the currency pair.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
Gets the currency pair for which the volatility data are presented.
- getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
-
Gets the currency pair of the provider.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
Gets the currency pair for which the volatility data are presented.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Gets the currency pair of the convention.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the currency pair of the template.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Gets the currency pair associated with the convention.
- getCurrencyPair() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the currency pair of the convention.
- getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the currency pair of the template.
- getCurve() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
-
Gets the underlying curve.
- getCurve() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
-
Gets the underlying curve.
- getCurve() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
-
Gets the underlying forward curve.
- getCurve() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
-
Gets the underlying curve.
- getCurve() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
-
Gets the underlying curve.
- getCurve() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
Gets the volatility term structure.
- getCurveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Gets the underlying convention.
- getCurveCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the total number of curves.
- getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Gets the currency of the curve for which the sensitivity is computed.
- getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Gets the currency of the curve for which the sensitivity is computed.
- getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
Gets the currency of the curve for which the sensitivity is computed.
- getCurveDefinitions() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets definitions which specify how the curves are calibrated.
- getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
Gets the name of the curve group from which discounting curves should be taken.
- getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
-
Gets the name of the curve group from which the curve should be taken.
- getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
-
Gets the name of the curve group from which the curve should be taken.
- getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
-
Gets the name of the curve group from which curves should be taken.
- getCurveGroupName() - Method in interface com.opengamma.strata.market.id.CurveId
-
Returns the name of the curve group to which the curve belongs.
- getCurveGroupName() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
Gets the name of the curve group containing the curve.
- getCurveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
Gets the name of the curve group containing the curve.
- getCurveGroupName() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
-
Gets the name of the curve group containing the curve.
- getCurveGroupName() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
-
Gets the name of the curve group containing the curve.
- getCurveGroupName() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
-
Gets the name of the curve group containing the curve.
- getCurveGroupName() - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
Gets the name of the curve group containing the curve.
- getCurveMetadata() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
Gets the metadata for the curve.
- getCurveMetaData() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Provide curve meta data to capture tenor and anchor point date information
- getCurveMetaData() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Provides curve meta data to capture tenor and anchor point date information.
- getCurveName() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
Gets the name of the curve matched by this filter.
- getCurveName() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Gets the curve name.
- getCurveName() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
Gets the curve name.
- getCurveName() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets the curve name.
- getCurveName() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Gets the curve name.
- getCurveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the curve name.
- getCurveName() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
Gets the name of the curve.
- getCurveName() - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
Gets the name of the curve.
- getCurveName() - Method in interface com.opengamma.strata.market.view.DiscountFactors
-
Gets the name of the underlying curve.
- getCurveName() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
-
- getCurveName() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
- getCurveName() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
-
- getCurveName() - Method in interface com.opengamma.strata.market.view.IborIndexRates
-
Gets the name of the underlying curve.
- getCurveName() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
-
Gets the name of the underlying curve.
- getCurveName() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
-
Gets the name of the underlying curve.
- getCurveName() - Method in interface com.opengamma.strata.market.view.PriceIndexValues
-
Gets the name of the underlying curve.
- getCurveName() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
-
Gets the name of the underlying curve.
- getCurveName() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
-
- getCurveName() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
-
- getCurveName() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
-
- getCurveName() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
-
- getData() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the cashflow data table.
- getData() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the calculation results.
- getDate() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the date that the payment is made.
- getDate() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Gets the date of the schedule period boundary at which the change occurs.
- getDate() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Gets the date.
- getDate() - Method in interface com.opengamma.strata.market.curve.DatedCurveParameterMetadata
-
Gets the date of the curve node.
- getDate() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
Gets the date of the curve node.
- getDate() - Method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata
-
Gets the date of the curve node.
- getDate() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
Gets the date of the curve node.
- getDate() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
-
Gets the node date if the type is 'Fixed'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Gets the date that was looked up on the curve.
- getDate() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Gets the date that was looked up on the curve.
- getDate() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
Gets the date that was looked up on the curve.
- getDate() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets the date that the payment is made.
- getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the sequence of dates that the future is based on.
- getDayCount() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the day count convention of the index.
- getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the day count convention.
- getDayCount() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the day count convention of the index.
- getDayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the day count, optional.
- getDayCount() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the day count, optional.
- getDayCount() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the day count, optional.
- getDayCount() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
Gets the day count convention of the surface expiry dimension.
- getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the day count of the period.
- getDayCount() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Gets the day count convention.
- getDayCount() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the day count convention applicable, defaulted to the day count of the index.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the day count convention applicable,
providing a default result if no override specified.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the day count convention applicable, defaulted to the day count of the index.
- getDayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the day count convention applicable,
providing a default result if no override specified.
- getDayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- getDayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the day count convention.
- getDayCount() - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the day count convention applicable,
providing a default result if no override specified.
- getDayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the day count convention applicable,
providing a default result if no override specified.
- getDays() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the number of days to be added.
- getDecimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Gets the number of decimal places to round to.
- getDefinition() - Method in exception com.opengamma.strata.basics.schedule.ScheduleException
-
Gets the invalid schedule definition.
- getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the basket of deliverable bonds.
- getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the basket of deliverable bonds.
- getDeliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the basket of deliverable bonds.
- getDeliveryDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
Gets the delivery date.
- getDeliveryDate() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
-
Gets the delivery date.
- getDelta() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
-
Gets the delta of the different data points.
- getDelta() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
-
Gets delta values.
- getDeltaFull() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
-
Computes full delta for all strikes including put delta absolute value.
- getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Gets the period between the start date and the end date.
- getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Gets the period between the start date and the end date.
- getDerivative(int) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Gets the derivative of the variable with respect to an input.
- getDerivatives() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Gets the derivatives of the variable with respect to some inputs.
- getDetachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the detachment date.
- getDetachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the detachment date.
- getDiscountCurrencies() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
Gets the currencies for which the curve provides discount rates.
- getDiscountCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Gets the discount curves in the group, keyed by currency.
- getDiscountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the discount curves, defaulted to an empty map.
- getDiscountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the discount factor.
- getDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
-
Gets the underlying discount factor curve.
- getDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
Gets the underlying discount factor curve.
- getDiscountFactors() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
-
Gets the underlying discount factors for a single currency.
- getDiscountFactors() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
-
Gets the underlying discount factors for a single currency.
- getDiscounting() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
- getDiscounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the method to use for discounting.
- getDiscounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the method to use for discounting,
providing a default result if no override specified.
- getDiscountingFxSingleProductPricer() - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Returns the pricer used to price the underlying FX product.
- getEarliestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the earliest date contained in this time-series.
- getEarliestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the value held for the earliest date contained in this time-series.
- getEffectiveDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the effective date of the investment implied by the fixing date.
- getEffectiveDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the effective date of the investment implied by the fixing date.
- getEffectiveDate() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
Gets the effective date.
- getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the adjustment applied to the fixing date to obtain the effective date.
- getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the adjustment applied to the fixing date to obtain the effective date.
- getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the number of days to add to the fixing date to obtain the effective date.
- getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the number of days to add to the fixing date to obtain the effective date.
- getEndDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the end date of the schedule.
- getEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the end date, which is the end of the last schedule period.
- getEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the end date of the schedule.
- getEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the end date of this period, used for financial calculations such as interest accrual.
- getEndDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Gets the end date of the period.
- getEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the end date of the product.
- getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the end date of the product.
- getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the accrual end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the accrual end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the accrual end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the scheduled date on which the credit protection will lapse.
- getEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the date that the contract expires and protection ends.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the end date, which is the termination date of the FRA.
- getEndDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the end date, which is the termination date of the FRA.
- getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Gets the fixing date associated with the end date of the accrual period.
- getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Gets the fixing date associated with the end date of the accrual period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- getEndDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
-
Gets the end date of the period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the end date of the accrual period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- getEndDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the accrual end date of the period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the accrual end date of the swap.
- getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the accrual end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the accrual end date of the swap.
- getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the accrual end date of the leg.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional business day adjustment to apply to the end date.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the business day adjustment to apply to the end date,
providing a default result if no override specified.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the business day adjustment to apply to the end date,
providing a default result if no override specified.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the business day adjustment to apply to the end date,
providing a default result if no override specified.
- getEndDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Gets the end date at each curve node.
- getEndDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Gets the end date at each curve node.
- getEndExclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Gets the end date, exclusive.
- getEndInclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Gets the end date, inclusive.
- getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
-
Gets the observation at the end.
- getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
-
Gets the observation at the end.
- getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Gets the observation at the end.
- getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
Gets the observation at the end.
- getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
-
Gets the observation for interpolation at the end.
- getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Gets the observation for interpolation at the end.
- getEntries() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets the configuration for building the curves in the group.
- getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets ex-coupon period.
- getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets ex-coupon period.
- getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets ex-coupon period.
- getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets ex-coupon period.
- getExpiry() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Gets the expiry date-time of the option.
- getExpiry() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
Gets the expiry date/time of the option.
- getExpiry() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Gets the expiry date-time of the option.
- getExpiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the expiry date/time of the option.
- getExpiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Gets the expiry date/time of the option.
- getExpiry() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the expiry date-time.
- getExpiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the expiry of the option.
- getExpiry() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Gets the expiry date-time.
- getExpiry() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
-
Gets the expiry date-time of the option.
- getExpiry() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the expiry date-time.
- getExpiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the expiry of the option.
- getExpiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets the expiry date-time of the option.
- getExpiry() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the expiry date-time.
- getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the expiry date of the option.
- getExpiryDateTime() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
Gets the expiry zoned date time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the expiry time of the option.
- getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the time-zone of the expiry time.
- getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the extrapolator for x-values on the left, defaulted to 'Flat".
- getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the extrapolator used to find points to the left of the leftmost point on the curve.
- getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the extrapolator for x-values on the right, defaulted to 'Flat".
- getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the extrapolator used to find points to the right of the rightmost point on the curve.
- getFailure() - Method in exception com.opengamma.strata.collect.result.FailureException
-
Returns the details of the failure.
- getFailure() - Method in class com.opengamma.strata.collect.result.Result
-
Returns the failure instance indicating the reason why the calculation failed.
- getFarForwardPointsKey() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the key identifying the market data value which provides the FX forward points.
- getFarLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
-
Gets the foreign exchange transaction at the later date.
- getFarLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
Gets the foreign exchange transaction at the later date.
- getFeeLeg() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the fee leg.
- getField(String) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header.
- getField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header pattern.
- getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableId
-
Gets the field name in the market data record that contains the market data item.
- getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableKey
-
Gets the field name in the market data record that contains the market data item.
- getFieldName() - Method in class com.opengamma.strata.market.id.IndexRateId
-
Gets the field name in the market data record that contains the market data item, for example
market value.
- getFieldName() - Method in class com.opengamma.strata.market.id.QuoteId
-
Gets the field name in the market data record that contains the data.
- getFieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey
-
Gets the field name in the market data record that is required.
- getFieldName() - Method in class com.opengamma.strata.market.key.QuoteKey
-
Gets the field name in the market data record that is required.
- getFilter() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
Gets the filter that decides whether the perturbation should be applied to a piece of market data.
- getFinalStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the final stub if it exists.
- getFinalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the rate to be used in final stub, optional.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the first element in this pair.
- getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the first delivery date.
- getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the first delivery date.
- getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the first delivery date.
- getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the first index value
- getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the first index value
- getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the first index value
- getFirstIndexValue() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets the initial value of the index, optional.
- getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the first notice date.
- getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the first notice date.
- getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the first notice date.
- getFirstPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the first schedule period.
- getFirstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the first rate of the first regular reset period, optional.
- getFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional start date of the first regular schedule period, which is the end date of the initial stub.
- getFixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
Gets the fixed curve.
- getFixedDayCount() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Gets the fixed leg day count convention for underlying swap instrument points on the curve.
- getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedPaymentFrequency() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Gets the payment periodic frequency for the fixed leg of any underlying swap instruments.
- getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the fixed interest rate to be paid.
- getFixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the fixed rate of interest.
- getFixedRate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the fixed rate of interest.
- getFixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the fixed rate of interest.
- getFixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Gets the fixed rate for the fixing date, optional.
- getFixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
Gets the fixed rate to use in the stub.
- getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the calendar that the index uses.
- getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Gets the resolved calendar that the index uses.
- getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Gets the resolved calendar that the index uses.
- getFixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Gets the date of the index fixing.
- getFixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the date of the index fixing.
- getFixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the date of the index fixing.
- getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Gets the underlying future last trading or fixing date.
- getFixingDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the fixing date of the index.
- getFixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the date of the index fixing.
- getFixingDate() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the applicable fixing date.
- getFixingDate() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
Gets the fixing date.
- getFixingDate() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
Gets the fixing date.
- getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the adjustment applied to the effective date to obtain the fixing date.
- getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the adjustment applied to the effective date to obtain the fixing date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the offset of the fixing date from each adjusted reset date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the offset of the fixing date from the start date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the offset of the fixing date from the start date,
providing a default result if no override specified.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the offset of the fixing date from the start date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the offset of the fixing date from the start date,
providing a default result if no override specified.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the offset of the FX reset fixing date from each adjusted accrual date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the offset of the fixing date from each adjusted reset date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
The offset of the fixing date from each adjusted reset date,
providing a default result if no override specified.
- getFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the fixing date-time of the index.
- getFixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Gets the fixing month.
- getFixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
- getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
- getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
- getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the base date that each fixing is made relative to, optional with defaulting getter.
- getFixings() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
-
Gets the time-series of fixings, defaulted to an empty time-series.
- getFixings() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
-
Gets the time-series of fixings, defaulted to an empty time-series.
- getFixings() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
Gets the time-series of fixings, defaulted to an empty time-series.
- getFixings() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
-
Gets the monthly time-series of fixings.
- getFixings() - Method in interface com.opengamma.strata.market.view.FxIndexRates
-
Gets the time-series of fixings for the index.
- getFixings() - Method in interface com.opengamma.strata.market.view.IborIndexRates
-
Gets the time-series of fixings for the index.
- getFixings() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
-
Gets the time-series of fixings for the index.
- getFixings() - Method in interface com.opengamma.strata.market.view.PriceIndexValues
-
Gets the time-series of fixings for the index.
- getFixings() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
-
Gets the time-series of fixings, defaulted to an empty time-series.
- getFixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
Gets the list of fixings.
- getFixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the fixing time.
- getFixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Gets the fixing time.
- getFixingTime() - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Gets the fixing time of the index.
- getFixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the fixing time-zone.
- getFixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Gets the time-zone of the fixing time.
- getFixingZone() - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Gets the time-zone of the fixing time.
- getFlatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the floating rate of interest.
- getFloatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the floating rate of interest.
- getFloorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the optional floorlet strike.
- getFloorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the optional floorlet strike.
- getFloorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the floor schedule, optional.
- getFloorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the floor schedule, optional.
- getForecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the forecast value of the cash flow.
- getFormatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
Gets the formatter to use to convert this type into a string.
- getForward() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
Gets the underlying forward rate.
- getForward() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
Gets the forward rate.
- getForward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Gets the underlying swap forward rate.
- getForwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Gets the forward curves in the group, keyed by index.
- getFpmlRoot() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the FpML root element.
- getFraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Gets the fraction of the smallest decimal place to round to.
- getFrequency() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the periodic frequency of the schedule period.
- getFrequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the regular periodic frequency to use.
- getFrequency() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the periodic frequency used when building the schedule.
- getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the frequency of the bond payments.
- getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the frequency of the bond payments.
- getFunctionArguments() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
Gets the arguments used when creating functions.
- getFunctionConfig() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
Gets the functions in the group, keyed by the measure they calculate.
- getFunctionGroup() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
-
Returns the function group.
- getFutureExpiryDate() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Gets the expiry date of the underlying future.
- getFutureIndex() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
- getFutureIndex() - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider
-
Returns the index on which the underlying future is based.
- getFuturePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Gets the underlying future price.
- getFuturePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Gets the underlying future price.
- getFutureSecurityId() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Gets the index on which the underlying future fixes.
- getFutureSecurityId() - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider
-
Returns the ID on which the underlying future is based.
- getFutureSecurityId() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
Gets the ID of the underlying future.
- getFxForwardRates() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
-
Gets the underlying FX forward rates.
- getFxForwardRates() - Method in interface com.opengamma.strata.market.view.FxIndexRates
-
Gets the underlying FX forward rates.
- getFxRateProvider() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
-
Gets the provider of FX rates.
- getFxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the provider of foreign exchange rates.
- getFxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the FX reset definition, optional.
- getFxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the FX reset definition, optional.
- getGearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the gearing multiplier, optional.
- getGearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets the gearing multiplier, optional.
- getGearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the gearing multiplier, optional.
- getGearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the gearing multiplier, defaulted to 1.
- getHeader() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Gets the column header.
- getHolidayCalendar() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Gets the applicable holiday calendar for any instruments.
- getHolidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Gets the set of holiday dates.
- getIborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the rate to be observed.
- getIborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the Ibor rate observation.
- getId() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Gets the identifier for the calendar.
- getId() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Gets the identifier, such as 'GBLO'.
- getId() - Method in class com.opengamma.strata.product.PositionInfo
-
Gets the primary identifier for the position, optional.
- getId() - Method in class com.opengamma.strata.product.SecurityInfo
-
Gets the security identifier.
- getId() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the primary identifier for the trade, optional.
- getIdentifier() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
-
Returns an object used to identify the parameter so it can be referenced when creating scenarios.
- getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
Gets the identifier, which is the label.
- getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
Gets the identifier, which is the tenor.
- getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata
-
Gets the identifier, which is the tenor.
- getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
Gets the identifier, which is the year-month.
- getIdentifier() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
-
Returns 'Empty'.
- getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
- getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
- getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
- getIdentifier() - Method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata
-
Returns an object used to identify the parameter so it can be referenced when creating scenarios.
- getIdForKey(K) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- getIdForKey(K) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMapping
-
Returns a market data ID which uniquely identifies the piece of market data referred to by the key.
- getIdForKey(K) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
-
Returns a market data ID which uniquely identifies the piece of market data referred to by the key.
- getIdForKey(MarketDataKey<Void>) - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping
-
- getIdForKey(DiscountCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
- getIdForKey(IborIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
-
- getIdForKey(OvernightIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
-
- getIdForKey(PriceIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
-
- getIdForKey(SwaptionVolatilitiesKey) - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
-
- getIdForObservableKey(ObservableKey) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- getIdForObservableKey(ObservableKey) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
-
Gets the market data ID for an item of observable market data given its key.
- getIndex() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Gets the FX index.
- getIndex() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the Ibor index.
- getIndex() - Method in interface com.opengamma.strata.basics.index.IndexObservation
-
Gets the index to be observed.
- getIndex() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Gets the FX index.
- getIndex() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
-
Gets the curve index.
- getIndex() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
-
Gets the index of the curve.
- getIndex() - Method in interface com.opengamma.strata.market.id.IndexCurveId
-
Returns the index of the curve.
- getIndex() - Method in class com.opengamma.strata.market.id.IndexRateId
-
Gets the index.
- getIndex() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
-
Gets the index of the curve.
- getIndex() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
-
Gets the index of the curve.
- getIndex() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
-
Gets the Ibor index of the volatilities that are required.
- getIndex() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
-
Gets the index of the curve that is required.
- getIndex() - Method in class com.opengamma.strata.market.key.IndexRateKey
-
Gets the index of the market data that is required.
- getIndex() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
-
Gets the index of the curve that is required.
- getIndex() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
-
Gets the index of the curve.
- getIndex() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
-
Gets the Ibor index of the volatilities that are required.
- getIndex() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Gets the FX index that the sensitivity refers to.
- getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Gets the index on which the underlying future fixes.
- getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
Gets the Ibor index that the sensitivity refers to.
- getIndex() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
Gets the Ibor index that the sensitivity refers to.
- getIndex() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Gets the Overnight index that the sensitivity refers to.
- getIndex() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
-
Gets the index that the values are for.
- getIndex() - Method in interface com.opengamma.strata.market.view.FxIndexRates
-
Gets the FX index.
- getIndex() - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
-
Gets the Ibor index for which the data is valid.
- getIndex() - Method in interface com.opengamma.strata.market.view.IborIndexRates
-
Gets the Ibor index.
- getIndex() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
-
Gets the Overnight index.
- getIndex() - Method in interface com.opengamma.strata.market.view.PriceIndexValues
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
Gets the Ibor index of the underlying future.
- getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the Ibor index of the leg.
- getIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the swap index.
- getIndex() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the swap index.
- getIndex() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the swap index of the leg.
- getIndex() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the Ibor index.
- getIndex() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the Ibor index.
- getIndex() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the index defining the FX rate to observe on the fixing date.
- getIndex() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the FX index.
- getIndex() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the underlying Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Gets the underlying Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the Ibor index that the future is based on.
- getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.swap.FxReset
-
Gets the FX index.
- getIndex() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the FX index used to obtain the FX reset rate.
- getIndex() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets the index of prices.
- getIndex() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
Gets the Ibor index to be used for the stub.
- getIndex() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets the index of the underlying swap.
- getIndex() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the index of the underlying swap.
- getIndexAnnexVersion() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
Gets the CDS index series version identifier.
- getIndexCalculationMethod() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets reference price index calculation method.
- getIndexCalculationMethod() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Gets reference price index calculation method.
- getIndexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the forward curves, defaulted to an empty map.
- getIndexId() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
Gets the CDS index identifier, such as a RED pair code.
- getIndexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the second Ibor index to be used for linear interpolation, optional.
- getIndexInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
Gets the second Ibor index to be used for the stub, linearly interpolated.
- getIndexName() - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
Gets the root of the name of the index, such as 'GBP-LIBOR', to which the tenor is appended.
- getIndexSeries() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
Gets the CDS index series identifier.
- getIndices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
Gets the indices for which the curve provides forward rates.
- getInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets curve information of a specific type.
- getInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
- getInfo() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the additional curve information.
- getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.equity.EquitySecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in interface com.opengamma.strata.product.FinanceTrade
-
Gets the standard trade information.
- getInfo() - Method in class com.opengamma.strata.product.fra.FraTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.GenericSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in interface com.opengamma.strata.product.Position
-
Gets the standard position information.
- getInfo() - Method in interface com.opengamma.strata.product.ResolvedTrade
-
Gets the standard trade information.
- getInfo() - Method in interface com.opengamma.strata.product.Security
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.SecurityPosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.SecurityTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInitialStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the initial stub if it exists.
- getInitialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the rate to be used in initial stub, optional.
- getInitialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Gets the initial value.
- getInterest() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the accrued interest.
- getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the interpolator.
- getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the interpolator used to find points on the curve.
- getInterpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the underlying interpolator.
- getItems() - Method in class com.opengamma.strata.calc.runner.Results
-
Gets the results, with results for each target grouped together, ordered by column.
- getItems() - Method in class com.opengamma.strata.collect.result.Failure
-
Gets the set of failure items.
- getJacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the inverse Jacobian matrix produced during curve calibration.
- getKey() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
-
Gets the key identifying the market data required for the calculation.
- getKey() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
Gets a market data key identifying market data required for a calculation.
- getKey() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
-
Gets the market data key identifying the quote.
- getLabel() - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Gets the label to use for the node.
- getLabel() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
-
Gets the label that describes the parameter.
- getLabel() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
Gets the label that describes the node, defaulted to the tenor.
- getLabel() - Method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata
-
Gets the label that describes the node, defaulted to the tenor.
- getLabel() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
Gets the label that describes the node, defaulted to the year-month.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the label to use for the node, may be empty.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in interface com.opengamma.strata.market.option.Strike
-
Gets a label describing the strike.
- getLabel() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
-
- getLabel() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
Gets the label that describes the node.
- getLabel() - Method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata
-
Gets the label that describes the parameter.
- getLag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets the positive period between the price index and the accrual date,
typically a number of months.
- getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the last notice date.
- getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the last notice date.
- getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the last notice date.
- getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the last notice date.
- getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the last notice date.
- getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the last notice date.
- getLastPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the last schedule period.
- getLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional end date of the last regular schedule period, which is the start date of the final stub.
- getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the last trading date.
- getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the last trading date.
- getLastTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the last trading date.
- getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the last date of trading, which is the same as the fixing date.
- getLastTradeDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
-
Gets the last date of trading.
- getLatestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the latest date contained in this time-series.
- getLatestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the value held for the latest date contained in this time-series.
- getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the first pay or receive leg of the swap.
- getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the first pay or receive leg of the swap.
- getLegalEntityGroup() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Gets the legal entity group.
- getLegalEntityGroup() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
-
Gets the legal entity group.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the legal entity identifier.
- getLegPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Returns the pricer used to price the legs.
- getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the legs of the swap with the specified type.
- getLegs() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the legs of the swap.
- getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the legs of the swap with the specified type.
- getLegs() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the legs of the swap.
- getLocator() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the string form of the locator.
- getLongObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
Gets the longer Ibor index observation.
- getLongQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.SecurityPosition
-
Gets the long quantity of the security.
- getLongShort() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Gets whether the option is long or short.
- getLongShort() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
-
Gets whether the option is long or short.
- getLongShort() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets whether the option is long or short.
- getLongShort() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets whether the option is long or short.
- getMap() - Method in class com.opengamma.strata.market.explain.ExplainMap
-
Gets the map of explanatory values.
- getMappings() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
-
Gets the single set of mappings.
- getMappings() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
Gets mappings that translate data requests from calculators into requests that can be used to look
up the data in the global set of market data.
- getMappings() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
Gets the market data filters and perturbations that define the scenarios.
- getMarketData() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
Gets the market data.
- getMarketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId
-
Gets the market data feed used when looking up the underlying market quotes for the rate.
- getMarketDataFeed() - Method in interface com.opengamma.strata.basics.market.ObservableId
-
Gets the market data feed from which the market data should be retrieved.
- getMarketDataFeed() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
Gets market data feed system that is the source of observable market data, for example Bloomberg or Reuters.
- getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
Gets the market data feed which provides quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
-
Gets the market data feed used to source any quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
-
Gets the market data feed used to source any quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
-
Gets the market data feed which provides quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId
-
Gets the market data feed which provides quotes used to build curves in the group.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
Gets the market data feed providing the market quotes.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
Gets the market data feed which provides quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
-
Gets the market data feed which provides quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId
-
Gets the market data feed from which the market data should be retrieved.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
-
Gets the market data feed which provides quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
-
Gets the market data feed which provides quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId
-
Gets the market data feed from which the market data should be retrieved.
- getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.function.MarketDataFunction
-
Returns the type of market data ID this function can handle.
- getMarketDataIdType() - Method in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.calc.marketdata.NoMatchingRulesMarketDataFunction
-
- getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataFilter
-
Returns the type of market data ID handled by this filter.
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
- getMarketDataKey() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataKey
-
Gets the market data key identifying the market data value.
- getMarketDataKey() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
-
- getMarketDataKeyType() - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMapping
-
Returns the type of market data key for which this mapping can return a market data ID.
- getMarketDataKeyType() - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping
-
Throws UnsupportedOperationException as this method should never be called.
- getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
- getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
-
- getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
-
- getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
-
- getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
-
- getMarketDataRules() - Method in class com.opengamma.strata.calc.CalculationRules
-
Gets the rules that define what market data should be used in each calculation.
- getMarketDataRules() - Method in class com.opengamma.strata.calc.Column
-
Gets the market data rules that apply to this column, merged with the default rules.
- getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateId
-
- getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateKey
-
- getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
-
Gets the type of the market data value used in each scenario.
- getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataId
-
Gets the type of market data that is being identified.
- getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataKey
-
Gets the type of market data identified by the key.
- getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableId
-
- getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableKey
-
- getMarketDataType() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
- getMarketDataType() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
- getMarketDataType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
Gets the type of market data handled by this mapping.
- getMarketDataType() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
-
- getMarketDataType() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.CurveGroupId
-
- getMarketDataType() - Method in interface com.opengamma.strata.market.id.CurveId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.CurveGroupKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
- getMarketDataType() - Method in interface com.opengamma.strata.market.key.CurveKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
-
- getMarketEnvironment() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
Gets the market data that was successfully built.
- getMaturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Gets the date of the transfer implied by the fixing date.
- getMaturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the maturity date of the investment implied by the fixing date.
- getMaturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the maturity date of the investment implied by the fixing date.
- getMaturityDate() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
Gets the maturity date.
- getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the adjustment applied to the effective date to obtain the maturity date.
- getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the adjustment applied to the fixing date to obtain the maturity date.
- getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the adjustment applied to the effective date to obtain the maturity date.
- getMaximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
Gets the maximum number of steps for the root finder.
- getMeasure() - Method in class com.opengamma.strata.calc.Column
-
Gets the measure to be calculated.
- getMeasure() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Gets the measure.
- getMeasures() - Method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
-
Gets the measures.
- getMeasures() - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
-
Gets the market quote measures.
- getMessage() - Method in class com.opengamma.strata.collect.result.Failure
-
Gets the error message associated with the failure.
- getMessage() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets the error message associated with the failure.
- getMetadata() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
- getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Gets the curve metadata.
- getMetadata() - Method in interface com.opengamma.strata.market.curve.Curve
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- getMetadata() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
Gets the surface metadata.
- getMetadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the surface metadata.
- getMetadata() - Method in interface com.opengamma.strata.market.surface.Surface
-
Gets the surface metadata.
- getMetadata() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Gets the surface metadata.
- getMetadata() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
-
Gets the surface metadata.
- getMinimumPeriod() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
Gets the minimum period between the value date and the first future.
- getMinorUnitDigits() - Method in class com.opengamma.strata.basics.currency.Currency
-
Gets the number of digits in the minor unit.
- getModel() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Returns a Hull-White one-factor model.
- getModifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Gets the value used to modify the base value.
- getMoneyMarketDayCount() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Gets the day count convention for underlying money market instrument points on the curve.
- getName() - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.basics.date.DateSequence
-
Gets the name that uniquely identifies this sequence.
- getName() - Method in interface com.opengamma.strata.basics.date.DayCount
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Gets the name that identifies this calendar.
- getName() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Gets the name that uniquely identifies this calendar.
- getName() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
Gets the external name, typically from FpML, such as 'GBP-LIBOR-BBA'.
- getName() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the index name, such as 'EUR/GBP-ECB'.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the index name, such as 'GBP-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the index name, such as 'GBP-SONIA'.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the index name, such as 'GB-HICP'.
- getName() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.calc.Column
-
Gets the column name.
- getName() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
-
Gets the measure name.
- getName() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
Gets the name of this function group.
- getName() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the element name.
- getName() - Method in interface com.opengamma.strata.collect.named.Named
-
Gets the unique name of the instance.
- getName() - Method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
-
Gets the name that uniquely identifies this parser.
- getName() - Method in interface com.opengamma.strata.market.curve.Curve
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Gets the name of the curve group.
- getName() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets the name of the curve group.
- getName() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Gets the curve name.
- getName() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- getName() - Method in class com.opengamma.strata.market.id.CurveGroupId
-
Gets the name of the curve group.
- getName() - Method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator
-
Gets the name that uniquely identifies this extrapolator.
- getName() - Method in interface com.opengamma.strata.market.interpolator.CurveInterpolator
-
Gets the name that uniquely identifies this interpolator.
- getName() - Method in class com.opengamma.strata.market.key.CurveGroupKey
-
Gets the name of the curve group.
- getName() - Method in interface com.opengamma.strata.market.surface.Surface
-
Gets the surface name.
- getName() - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
-
Gets the name of the set of measures.
- getName() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Gets the name of the smile term structure.
- getName() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
-
Gets the name.
- getName() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the convention name, such as 'USD-European'.
- getName() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
- getName() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the convention name, such as 'GBP-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the convention name, such as 'GBP-Deposit'.
- getName() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the convention name, such as 'GBP-LIBOR-3M'.
- getName() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- getName() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.
- getName() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Gets the index name.
- getName() - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Gets the convention name.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
- getName() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the name that uniquely identifies this convention.
- getNearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
-
Gets the foreign exchange transaction at the earlier date.
- getNearLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
Gets the foreign exchange transaction at the earlier date.
- getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the negative rate method, defaulted to 'AllowNegative'.
- getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the negative rate method, defaulted to 'AllowNegative'.
- getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the negative rate method, defaulted to 'AllowNegative'.
- getNextCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
-
Finds the next CDS date after the specified date.
- getNextIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
-
Finds the next CDS index roll date after the specified date.
- getNodeIndex() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
Gets the index of the node to shift.
- getNodeIndices() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
Gets indices of each curve node, keyed by an object identifying the node.
- getNodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the nodes in the curve.
- getNodes() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Gets the nodes that define the curve.
- getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the nominal payment of the product.
- getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the nominal payment of the product.
- getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the non-deliverable currency.
- getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the non-deliverable currency.
- getNonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Gets keys identifying the market data values required for the calculations.
- getNotional() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Obtains the notional of underlying fixed coupon bonds.
- getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the notional amount, must be non-zero.
- getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Obtains the notional of underlying fixed coupon bonds.
- getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the notional amount, must be non-negative.
- getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotional() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the notional amount, must be non-negative.
- getNotional() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotional() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Gets the notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis,
i.e.
- getNotional() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the notional amount used to calculate fee payments.
- getNotional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
Gets the notional of the futures.
- getNotional() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
-
Gets the notional.
- getNotional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotional() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
-
Gets the notional of the futures.
- getNotionalAmount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
- getNotionalAmount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- getNotionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the notional as a CurrencyAmount.
- getNotionalAmount() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod
-
The notional amount, positive if receiving, negative if paying.
- getNotionalAmount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the notional schedule.
- getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Gets the number of nodes.
- getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Gets the number of nodes.
- getNuSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the value of the nu sensitivity.
- getObservableRateKey(CurrencyPair) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
Returns a key identifying the market quote for an observable FX rate.
- getObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Gets keys identifying the market data values required for the calculations.
- getObservableValues(Set<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
-
Gets a map of observable market data values for a set of IDs.
- getObservation() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Gets the FX rate observation.
- getObservation() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
Gets the Ibor index observation.
- getObservation() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
Gets the Price index observation.
- getObservation() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Gets the Overnight rate observation.
- getObservation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the FX index observation.
- getObservation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Gets the Ibor index observation to use to determine a rate for the reset period.
- getObservation() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
Gets the underlying index observation.
- getObservation() - Method in class com.opengamma.strata.product.swap.FxReset
-
Gets the FX index observation.
- getObservation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the FX index observation.
- getOrder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the curve order.
- getOurPartyHrefId() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets our party href/id reference.
- getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
Gets the currencies used in the calculation results.
- getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Gets the currencies in the calculation results.
- getOverrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional start date of the first schedule period, overriding normal schedule generation.
- getPair() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Gets the currency pair.
- getPair() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
-
Gets the currency pair.
- getPair() - Method in class com.opengamma.strata.basics.market.FxRateId
-
Gets the currency pair that is required.
- getPair() - Method in class com.opengamma.strata.basics.market.FxRateKey
-
Gets the currency pair that is required.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
- getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- getParameterCount() - Method in interface com.opengamma.strata.market.curve.Curve
-
Gets the number of parameters in the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Gets the number of parameters in the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
Gets the number of parameters.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Gets the number of parameters in the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- getParameterCount() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Gets the number of parameters in the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- getParameterCount() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- getParameterCount() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- getParameterCount() - Method in interface com.opengamma.strata.market.surface.Surface
-
Gets the number of parameters in the surface.
- getParameterCount() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Gets the number of parameters in the surface.
- getParameterCount() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
-
Gets the number of parameters in the surface.
- getParameterCount() - Method in interface com.opengamma.strata.market.view.DiscountFactors
-
Gets the number of parameters defining the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
-
- getParameterCount() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
- getParameterCount() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
-
- getParameterCount() - Method in interface com.opengamma.strata.market.view.IborIndexRates
-
Gets the number of parameters defining the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
-
Gets the number of parameters defining the curve.
- getParameterCount() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
-
Gets the number of parameters defining the curve.
- getParameterCount() - Method in interface com.opengamma.strata.market.view.PriceIndexValues
-
Gets the number of parameters defining the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
-
Gets the number of parameters defining the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
-
- getParameterCount() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
-
- getParameterCount() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
-
- getParameterCount() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
-
- getParameterMetadata() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets metadata about each parameter underlying the curve, optional.
- getParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the metadata about the parameters.
- getParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the metadata about the parameters.
- getParameterMetadata() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets metadata about each parameter underlying the surface.
- getParameters() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
Gets the log-normal volatility surface.
- getParameters() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Gets the Hull-White model parameters.
- getParameters() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
Gets the normal volatility surface.
- getParameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the SABR model parameters.
- getParRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Gets the par rate at each curve node.
- getParRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Gets the par rate at each curve node.
- getParties() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the map of party identifiers keyed by href/id reference.
- getPayLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
Gets the optional pay leg of the product.
- getPayLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
Gets the optional pay leg of the product.
- getPayLeg() - Method in class com.opengamma.strata.product.cms.Cms
-
Gets the optional pay leg of the product.
- getPayLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms
-
Gets the optional pay leg of the product.
- getPayLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the first pay leg of the swap.
- getPayLeg() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the first pay leg of the swap.
- getPayment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
Gets the payment to be made.
- getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
Gets the payment.
- getPaymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
Gets the amount of the notional exchange.
- getPaymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
- getPaymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the payment date.
- getPaymentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
- getPaymentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the date that payment occurs.
- getPaymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the date that payment occurs.
- getPaymentDate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the payment date.
- getPaymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the date that payment occurs.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the date that the forward settles.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the date that the FX settles.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the date that the forward settles.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Returns the date that the transaction settles.
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the date that the payment is made.
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
Gets the date that the payment is made.
- getPaymentDate() - Method in interface com.opengamma.strata.product.swap.PaymentEvent
-
Gets the date that the payment is made.
- getPaymentDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
-
Gets the date that the payment is made.
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the date that payment occurs.
- getPaymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the payment date adjustment, optional.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the offset of payment from the base calculation period date, defaulted to 'None'.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the offset of payment from the base calculation period date.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the offset of the payment date from the start date,
providing a default result if no override specified.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the offset of payment from the base calculation period date.
- getPaymentDateOffset() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Gets the offset of the payment date.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the offset of payment from the base date,
providing a default result if no override specified.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the offset of payment from the base date,
providing a default result if no override specified.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Gets an adjustment that alters the payment date by adding a period of days.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the offset of payment from the base date,
providing a default result if no override specified.
- getPaymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the additional payment events that are associated with the swap leg.
- getPaymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the payment events that are associated with the swap leg.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Gets the periodic frequency defining when payments are made.
- getPaymentFrequency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the payment frequency.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the payment frequency.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the periodic frequency of payments.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the periodic frequency of payments,
providing a default result if no override specified.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the periodic frequency of payments,
providing a default result if no override specified.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the periodic frequency of payments,
providing a default result if no override specified.
- getPaymentInterval() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the nominal period between premium payments, such as 3 months or 6 months.
- getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the payment periods that combine to form the swap leg.
- getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the payment periods that combine to form the swap leg.
- getPaymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the periodic payment schedule.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the periodic payment schedule.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the payment period schedule.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the payment schedule.
- getPayReceive() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets a flag indicating whether the value is to be paid or received.
- getPayReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets whether the payment is to be paid or received.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets whether the leg is pay or receive.
- getPeriod() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Gets the period to be added.
- getPeriod() - Method in class com.opengamma.strata.basics.date.Tenor
-
Gets the underlying period of the tenor.
- getPeriod() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Gets the underlying period of the frequency.
- getPeriod(int) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets a schedule period by index.
- getPeriodEndDate(LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the end date of the schedule period.
- getPeriodEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Finds the period end date given a date in the period.
- getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the periodic payments of the product.
- getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the periodic payments of the product.
- getPeriodicPayments() - Method in class com.opengamma.strata.product.credit.FeeLeg
-
Gets the periodic schedule of payments.
- getPeriodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Gets the index of the schedule period boundary at which the change occurs.
- getPeriodPricer() - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Obtains the period pricer.
- getPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the schedule periods.
- getPeriodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Gets the period between the spot value date and the end date.
- getPeriodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the period between the spot value date and the far date.
- getPeriodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the period between the spot value date and the near date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPerturbation() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
Gets perturbation that should be applied to market data as part of a scenario.
- getPremium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
Gets the optional premium of the product.
- getPremium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
Gets the optional premium of the product.
- getPremium() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
Gets the optional premium of the product.
- getPremium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
Gets the optional premium of the product.
- getPremium() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
Gets the premium of the FX option.
- getPremium() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
-
Gets the premium of the FX option.
- getPremium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Gets the premium of the swaption.
- getPremium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Gets the premium of the swaption.
- getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the style of the option premium.
- getPresentValue() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the present value of the cash flow.
- getPreviousCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
-
Finds the previous CDS date after the specified date.
- getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Gets the clean price at which the bond was traded.
- getPrice() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the clean price at which the bond was traded.
- getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the price that was traded, which is the clean price.
- getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Gets the price that was traded.
- getPrice() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
Gets the price that was traded.
- getPrice() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the price agreed when the trade occurred.
- getPrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
-
Gets the price that was traded.
- getPrice() - Method in class com.opengamma.strata.product.SecurityTrade
-
Gets the price agreed when the trade occurred.
- getPrice() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
-
Gets the price that was traded, in decimal form.
- getPriceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the price index values, defaulted to an empty map.
- getPriceInfo() - Method in class com.opengamma.strata.product.SecurityInfo
-
Gets the information about the security price.
- getPricingRules() - Method in class com.opengamma.strata.calc.CalculationRules
-
Gets the rules defining how calculations should be performed.
- getPricingRules() - Method in class com.opengamma.strata.calc.Column
-
Gets the pricing rules that apply to this column, merged with the default rules.
- getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the option that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Gets the bond that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the bond that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Gets the option that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the resolved fixed coupon bond product.
- getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Gets the bond that was traded.
- getProduct() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
Gets the cap/floor product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
Gets the resolved Ibor cap/floor product.
- getProduct() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
Gets the CMS product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
Gets the resolved CMS product.
- getProduct() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
Gets the credit default swap that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
Gets the resolved CDS product.
- getProduct() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Gets the Ibor fixing deposit product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
Gets the resolved Ibor Fixing Deposit product.
- getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
Gets the resolved Term Deposit product.
- getProduct() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Gets the term deposit product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
Gets the equity that was traded.
- getProduct() - Method in class com.opengamma.strata.product.fra.FraTrade
-
Gets the FRA product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
Gets the resolved FRA product.
- getProduct() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Gets the product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Gets the product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Gets the FX swap product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
Gets the FX option product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
Gets the resolved Non-Deliverable Forward (NDF) product.
- getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
Gets the resolved single FX product.
- getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
Gets the resolved FX swap product.
- getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
-
Gets the resolved vanilla FX option product.
- getProduct() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the option that was traded.
- getProduct() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Gets the option that was traded.
- getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Gets the product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
Gets the resolved bullet payment product.
- getProduct() - Method in interface com.opengamma.strata.product.ProductTrade
-
Gets the underlying product that was agreed when the trade occurred.
- getProduct() - Method in interface com.opengamma.strata.product.ResolvedTrade
-
Gets the underlying product that was agreed when the trade occurred.
- getProduct() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
-
Gets the product of the security that was traded.
- getProduct() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
Gets the resolved Swap product.
- getProduct() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
Gets the swap product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Gets the resolved Swaption product.
- getProduct() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Gets the swaption product that was agreed when the trade occurred.
- getProductPricer() - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer
-
Returns the pricer used to price the product underlying the trade.
- getProductPricer() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
- getProductPricer() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
-
Returns the pricer used to price the product underlying the trade.
- getProductPricer() - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
- getProductPricer() - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer
-
Returns the pricer used to price the product underlying the trade.
- getProductPricer() - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
- getProductPricer() - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
- getProductPricer() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
-
Returns the pricer used to price the product underlying the trade.
- getProductPricer() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
- getProductPricer() - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer
-
Returns the pricer used to price the product underlying the trade.
- getProductPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
-
- getProperties() - Method in class com.opengamma.strata.collect.io.PropertiesFile
-
Gets all the key-value properties of this file.
- getPublicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the date that the rate implied by the fixing date is published.
- getPublicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the number of days to add to the fixing date to obtain the publication date.
- getPublicationDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the number of days to add to the fixing date to obtain the publication date.
- getPublicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the publication frequency of the index.
- getPublicationFrequency() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the frequency that the index is published.
- getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets put or call.
- getPutCall() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
-
Returns the put/call flag.
- getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets whether the option is put or call.
- getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the quantity, indicating the number of bond contracts in the trade.
- getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the net quantity of the security.
- getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in interface com.opengamma.strata.product.Position
-
Gets the net quantity of the security.
- getQuantity() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.SecurityPosition
-
Gets the net quantity of the security.
- getQuantity() - Method in interface com.opengamma.strata.product.SecurityQuantity
-
Gets the quantity of the security.
- getQuantity() - Method in class com.opengamma.strata.product.SecurityTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
-
Gets the quantity that was traded.
- getQuotes() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
-
Gets the values of the quotes.
- getRange() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Gets the range of dates that may be queried.
- getRate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the fixed rate of interest.
- getRate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the fixed interest rate to be paid.
- getRate() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
-
Gets the fixed rate to be paid.
- getRate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Gets the interest rate to be paid.
- getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the inflation rate calculation.
- getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the inflation rate calculation.
- getRateCalculation() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the inflation rate calculation.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Gets the number of business days before the end of the period that the rate is cut off.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Gets the number of business days before the end of the period that the rate is cut off.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
- getRateDigits() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the number of digits in the rate.
- getRateKey() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the key identifying the market data value which provides the rate.
- getRateKey() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the key identifying the market data value which provides the rate.
- getRateKey() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the key identifying the market data value which provides the rate.
- getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the key identifying the market data value which provides the rate.
- getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the key identifying the market data value which provides the price.
- getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the key identifying the market data value which provides the rate.
- getRateKey() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the key identifying the market data value which provides the rate.
- getRateKey() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the key identifying the market data value which provides the rate.
- getRateObservation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the rate to be observed.
- getRateObservation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the rate to be observed.
- getRates() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Gets the matrix with all the exchange rates.
- getRealCoupon() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the rate of real coupon.
- getReason() - Method in class com.opengamma.strata.collect.result.Failure
-
Gets the reason associated with the failure.
- getReason() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets the reason associated with the failure.
- getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the currency amount in which the amount is received.
- getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Gets the currency amount in which the amount is received.
- getReceiveLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the first receive leg of the swap.
- getReceiveLeg() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the first receive leg of the swap.
- getRecoveryRate() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
-
Gets the recovery rate.
- getReferenceCounterCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Gets the currency counter to the reference currency.
- getReferenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Gets the reference currency.
- getReferenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Gets the reference currency.
- getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset
-
Gets the currency of the notional amount defined in the contract.
- getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the currency of the notional amount defined in the contract.
- getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the currency of the notional amount defined in the contract.
- getReferenceData() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the reference data.
- getReferenceData() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the reference data.
- getReferenceDataType() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Gets the type of data this identifier refers to.
- getReferenceDataType() - Method in interface com.opengamma.strata.basics.market.ReferenceDataId
-
Gets the type of data this identifier refers to.
- getReferenceDataType() - Method in class com.opengamma.strata.product.SecurityId
-
Gets the type of data this identifier refers to.
- getReferenceDate() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Gets the date to query the rate for.
- getReferenceEntityId() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
Gets the CDS single-name identifier, such as a RED entity code.
- getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
Gets the information that identifies the index.
- getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
Gets the information that identifies the single-name.
- getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
Gets the information that identifies the single-name.
- getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
Gets the information that identifies the single-name.
- getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
Gets the information that identifies the index.
- getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
Gets the information that identifies the single-name.
- getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
Gets the information that identifies the single-name.
- getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
Gets the information that identifies the single-name.
- getReferenceInformation() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the reference against which protection applies.
- getReferenceInformation() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the reference against which protection applies.
- getReferences() - Method in class com.opengamma.strata.collect.io.XmlFile
-
Gets the reference map of id to element.
- getReferences() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the map of href/id references.
- getRegion() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the region of the index.
- getRegion() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the region that the index is defined for.
- getRegularPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the regular schedule periods.
- getRelativeTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
Gets the relative tolerance for the root finder.
- getRemainingTokens() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Returns the tokens remaining in the expression after evaluation.
- getReportingCurrency() - Method in class com.opengamma.strata.calc.CalculationRules
-
Gets the reporting currency.
- getReportingCurrency() - Method in class com.opengamma.strata.calc.Column
-
Gets the reporting currency that applies to this column, overriding the default reporting currency.
- getReportType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
-
- getReportType() - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader
-
Gets the type of report handled by this loader.
- getReportType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
-
- getResetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Gets the periodic frequency of reset dates.
- getResetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the reset schedule, used when averaging rates, optional.
- getRestructuringClause() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
Gets the applicable restructuring.
- getResult() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Gets the result of the calculation.
- getResult() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Returns the result of evaluating the expression against the object.
- getResultCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the holiday calendar that will be applied to the result.
- getRhoSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the value of the rho sensitivity.
- getRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional convention defining how to roll dates.
- getRollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the roll convention used when building the schedule.
- getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the roll convention of the bond payments.
- getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the roll convention of the bond payments.
- getRollConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Gets the roll convention
- getRollConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the roll convention.
- getRollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the roll convention.
- getRollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the convention defining how to roll dates,
providing a default result if no override specified.
- getRollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the convention defining how to roll dates,
providing a default result if no override specified.
- getRollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the convention defining how to roll dates,
providing a default result if no override specified.
- getRoot() - Method in class com.opengamma.strata.collect.io.XmlFile
-
Gets the root element of this file.
- getRounding() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRowCount() - Method in class com.opengamma.strata.calc.runner.Results
-
Gets the number of rows in the results.
- getRowCount() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
- getRowCount() - Method in interface com.opengamma.strata.report.Report
-
Gets the number of rows in the report table.
- getRowCount() - Method in class com.opengamma.strata.report.trade.TradeReport
-
- getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Gets the row index of the value in the results grid.
- getRules() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
Gets the individual rules that make up this set of pricing rules.
- getRunInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the instant at which the report was run.
- getRunInstant() - Method in interface com.opengamma.strata.report.Report
-
Gets the instant at which the report was run, which is independent of the valuation date.
- getRunInstant() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the instant at which the report was run.
- getScalingFactor() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Gets the scaling factor.
- getScenarioCount() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
-
- getScenarioCount() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
-
Gets the number of scenarios for which this box contains data.
- getScenarioCount() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
- getScenarioCount() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataValue
-
Gets the number of scenarios for which this object contains data.
- getScenarioCount() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
- getScenarioCount() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
- getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
-
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
Gets the number of scenarios.
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
Returns the number of scenarios for which this mapping can generate data.
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
Returns the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.scenario.ScenarioPerturbation
-
Returns the number of scenarios for which this perturbation generates data.
- getScenarioCount() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
-
Gets the number of scenarios.
- getScenarioCount() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
- getScenarioCount() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
- getScenarioCount() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
-
- getScenarioMarketDataType() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataKey
-
Gets the type of the object containing the market data for all scenarios.
- getScenarioMarketDataType() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
-
- getScenarioNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
Gets the names of the scenarios.
- getScenarioValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
-
Gets the market data value containing data for multiple scenarios.
- getScenarioValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
- getScenarioValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
- getScenarioValue(ScenarioMarketDataKey<T, U>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
-
Gets an object containing market data for multiple scenarios.
- getScheme() - Method in class com.opengamma.strata.basics.market.StandardId
-
Gets the scheme that categorizes the identifier value.
- getSeasonality() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
-
Gets describes the seasonal adjustments.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the second element in this pair.
- getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the underlying security.
- getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the security that was traded.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.equity.Equity
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the security identifier.
- getSecurityId() - Method in interface com.opengamma.strata.product.Position
-
Gets the identifier of the underlying security.
- getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProduct
-
Gets the security identifier.
- getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
-
Gets the security identifier.
- getSecurityId() - Method in interface com.opengamma.strata.product.Security
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.SecurityPosition
-
Gets the identifier of the underlying security.
- getSecurityId() - Method in interface com.opengamma.strata.product.SecurityQuantity
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.SecurityTrade
-
Gets the identifier of the security that was traded.
- getSecurityId() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
-
Gets the security identifier.
- getSeniority() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
Gets the seniority.
- getSensitivities() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Gets the parameter sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Gets the parameter sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Gets the immutable list of point sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Gets the point sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
-
Gets the swaption SABR sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Gets the parameter sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
-
Gets the parameter sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
-
Gets the sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
-
Gets the sensitivities.
- getSensitivity(CurveName, Currency) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Gets a single sensitivity instance by name and currency.
- getSensitivity() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Gets the parameter sensitivity values.
- getSensitivity(CurveName) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Gets a single sensitivity instance by name.
- getSensitivity() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Gets the parameter sensitivity values.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Gets the point sensitivity value.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity(SurfaceName, Currency) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Gets a single sensitivity instance by name and currency.
- getSensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Gets the parameter sensitivity values.
- getSensitivity(SurfaceName) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
-
Gets a single sensitivity instance by name.
- getSensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
-
Gets the parameter sensitivity values.
- getSequenceNumber() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
Gets the sequence number of the futures.
- getSettleLagDays() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the settlement lag in days.
- getSettleLagDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the settlement lag in days.
- getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the settlement of the bond trade.
- getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the settlement currency.
- getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the settlement currency.
- getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
- getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
- getSettlementDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the settlement date.
- getSettlementDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Gets the settlement date.
- getSettlementDate() - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
Gets the settlement date.
- getSettlementDate() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the settlement date, optional.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the number of days between valuation date and settlement date.
- getSettlementNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the settlement notional.
- getSettlementType() - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
- getSettlementType() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
-
- getSettlementType() - Method in interface com.opengamma.strata.product.swaption.SwaptionSettlement
-
Gets the settlement type of swaption.
- getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
-
Gets the amount by which the y-values are shifted.
- getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
Gets the amount by which the y-value is shifted.
- getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
Gets the amount by which y-values are shifted.
- getShiftAmounts() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
Gets the amount by which the y-values are shifted.
- getShifts() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
Gets the shift to apply to the rates.
- getShifts() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
-
Gets the shift to apply to the rates.
- getShiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
Gets the type of shift to apply to the y-values of the curve.
- getShiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
Gets the type of shift applied to the curve rates.
- getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
-
Gets the type of shift to apply to the y-values of the curve.
- getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
-
Gets the type of shift applied to the curve rates.
- getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
Gets the type of shift to apply to the y-value.
- getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
Gets the type of shift to apply to the y-values of the curve.
- getShortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
Gets the shorter Ibor index observation.
- getShortQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the quantity that was traded.
- getShortQuantity() - Method in class com.opengamma.strata.product.SecurityPosition
-
Gets the quantity that was traded.
- getSingleValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
-
Gets the single market data value used for all scenarios if available.
- getSingleValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
- getSingleValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
- getSingleValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
Gets details of failures when building single market data values.
- getSingleValueRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
Gets keys identifying the market data values required for the calculations.
- getSmile() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
-
Gets the smile.
- getSmileCount() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
-
Gets the number of smiles.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the offset of the spot value date from the trade date,
providing a default result if no override specified.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the offset of the spot value date from the trade date,
providing a default result if no override specified.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDays() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Gets the spot day settlement lag for any underlying swap instruments.
- getSpread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the spread rate, with a 5% rate expressed as 0.05, optional.
- getSpread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the spread rate, optional.
- getSpread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the spread rate, defaulted to 0.
- getSpreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
Gets the spread curve.
- getSpreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Gets the market convention of the floating leg to which the spread leg is added.
- getSpreadFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Gets the market convention of the floating leg to which the spread leg is added.
- getSpreadKey() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the key identifying the market data value which provides the spread.
- getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Gets the market convention of the fixed leg for the spread.
- getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Gets the market convention of the spread leg.
- getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getStackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets stack trace where the failure occurred.
- getStandardId() - Method in interface com.opengamma.strata.basics.index.Index
-
Returns the standard identifier of the index.
- getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableId
-
Gets the standard identifier identifying the data.
- getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableKey
-
Gets the standard identifier identifying the data.
- getStandardId() - Method in class com.opengamma.strata.basics.market.StandardId
-
Gets the standard identifier, which simply returns this.
- getStandardId() - Method in interface com.opengamma.strata.basics.market.StandardIdentifiable
-
Gets the standard identifier for the instance.
- getStandardId() - Method in class com.opengamma.strata.market.id.IndexRateId
-
- getStandardId() - Method in class com.opengamma.strata.market.id.QuoteId
-
Gets the ID of the data, typically an ID from an external data provider.
- getStandardId() - Method in class com.opengamma.strata.market.key.IndexRateKey
-
- getStandardId() - Method in class com.opengamma.strata.market.key.QuoteKey
-
Gets the ID of the market data that is required, typically an ID from an external data provider.
- getStandardId() - Method in class com.opengamma.strata.product.SecurityId
-
Gets the standard two-part identifier.
- getStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Gets the start date, inclusive.
- getStartDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the start date of the schedule.
- getStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the start date, which is the start of the first schedule period.
- getStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the start date of the schedule.
- getStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the start date of this period, used for financial calculations such as interest accrual.
- getStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the start date of the product.
- getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the start date of the product.
- getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the accrual start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the accrual start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the accrual start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the first date of the term of the trade.
- getStartDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the date that the CDS nominally starts in terms of premium payments.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the start date, which is the effective date of the FRA.
- getStartDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the start date, which is the effective date of the FRA.
- getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Gets the fixing date associated with the start date of the accrual period.
- getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Gets the fixing date associated with the start date of the accrual period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- getStartDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
-
Gets the start date of the period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the start date of the accrual period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- getStartDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the accrual start date of the period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the accrual start date of the swap.
- getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the accrual start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the accrual start date of the swap.
- getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the accrual start date of the leg.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional business day adjustment to apply to the start date.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the business day adjustment to apply to the start date,
providing a default result if no override specified.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the business day adjustment to apply to the start date,
providing a default result if no override specified.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the business day adjustment to apply to the start date,
providing a default result if no override specified.
- getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
-
Gets the start index value.
- getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
-
Gets the start index value.
- getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Gets the observation at the start.
- getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
Gets the observation at the start.
- getStartSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Gets the observation for interpolation at the start.
- getStepInDays() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the number of step-in days.
- getStepInDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the number of step-in days.
- getSteps() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Gets the steps defining the change in the value.
- getStrike() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
Gets the option strike rate.
- getStrike() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
Gets the strike rate.
- getStrike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Gets the swaption strike rate.
- getStrike() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
Gets the strike of the surface node.
- getStrike() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
Gets the strike of the surface node.
- getStrike(double) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
-
Computes the strikes in ascending order.
- getStrike() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the strike value.
- getStrike() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Obtains the strike value.
- getStrike() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
-
Gets the strike rate.
- getStrikeCount() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
-
Gets the number of strikes.
- getStrikeInterpolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Gets the interpolator used in the strike dimension.
- getStrikeLeftExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Gets the left extrapolator used in the strike dimension.
- getStrikePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Gets the option strike price.
- getStrikePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Gets the option strike price.
- getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the strike price, represented in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the strike price, represented in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the strike price, represented in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the strike price, represented in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the strike price, represented in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the strike price, represented in decimal form.
- getStrikeRightExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Gets the right extrapolator used in the strike dimension.
- getStubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional convention defining how to handle stubs.
- getStubConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Gets the stub convention to use.
- getStubConvention() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the stub convention to use.
- getStubConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the stub convention.
- getStubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the stub convention.
- getStubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the convention defining how to handle stubs,
providing a default result if no override specified.
- getStubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the convention defining how to handle stubs,
providing a default result if no override specified.
- getStubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the convention defining how to handle stubs,
providing a default result if no override specified.
- getSurface() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the Black volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
Gets the normal volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
Gets the black volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
Gets the Black volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
Gets the normal volatility surface.
- getSurfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the surface name.
- getSurfaceName() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Gets the surface name.
- getSurfaceName() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the surface name.
- getSurfaceName() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
-
Gets the surface name.
- getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Gets the swap pricer.
- getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Gets the swap pricer.
- getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets settlement method.
- getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets settlement method.
- getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationResults
-
Gets the target of the calculation, often a trade.
- getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Gets the target.
- getTargets() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Gets the targets that will be calculated.
- getTargets() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the targets on which the results are calculated.
- getTargetType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
Gets the type of the calculation target handled by the functions in the group.
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
Gets the type against which tokens can be evaluated in this implementation.
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
-
- getTaskRunner() - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Gets the underlying task runner.
- getTasks() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Gets the tasks that perform the individual calculations.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the template for the FRA associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the template for the FX Swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the template for the Ibor fixing deposit associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the template for the Ibor Futures associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the template for the term deposit associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Gets the template for creating Fixed-Ibor swap.
- getTemplate() - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Gets the template for creating Fixed-Ibor swap.
- getTenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Gets the tenor to be added.
- getTenor() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the tenor of the index.
- getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the tenor of the index.
- getTenor() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
Gets the tenor of the instrument behind the curve node.
- getTenor() - Method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata
-
Gets the tenor of the instrument behind the curve node.
- getTenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the underlying swap tenor.
- getTenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Gets the underlying swap tenor.
- getTenor() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
Gets the tenor of the surface node.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the tenor of the swap.
- getThird() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the third element in this pair.
- getTickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Gets the size of each tick.
- getTickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Gets the monetary value of one tick.
- getTimeInterpolator() - Method in interface com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructure
-
Gets the time interpolator.
- getTimeInterpolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Gets the interpolator used in the time dimension.
- getTimeLeftExtrapolator() - Method in interface com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructure
-
Gets the time left extrapolator.
- getTimeLeftExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Gets the left extrapolator used in the time dimension.
- getTimeRightExtrapolator() - Method in interface com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructure
-
Gets the time right extrapolator.
- getTimeRightExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Gets the right extrapolator used in the time dimension.
- getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- getTimeSeries() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
Gets the time-series.
- getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.basics.market.MarketData
-
Gets the time-series identified by the specified key, empty if not found.
- getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
-
Gets the time-series identified by the specified key, empty if not found.
- getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
-
Gets the time-series identified by the specified key, empty if not found.
- getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
-
- getTimeSeries(ObservableKey, CalculationEnvironment) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- getTimeSeries(ObservableKey, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
-
Returns a time series from a calculation environment given a key identifying the data in the series or
an empty series if there is no data for the key.
- getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Gets keys identifying the time series of market data values required for the calculations.
- getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
Gets the time series of market data values, keyed by ID.
- getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
-
- getTimeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the time-series, defaulted to an empty map.
- getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
Gets details of failures when building time series of market data values.
- getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
Gets details of failures when building time series of market data values.
- getTimeSeriesRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
Gets keys identifying the time series of market data values required for the calculations.
- getTimeToExpiry() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Gets a set of expiry times for the smile descriptions.
- getTimeToExpiry() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
-
Gets the time to expiry associated to the data.
- getTimeToExpiry() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
-
Gets a set of expiry for smiles.
- getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets the total number of parameters in the group.
- getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the total number of parameters.
- getTotalWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
Gets total weight of all the fixings in this observation.
- getTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Gets the trade date.
- getTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Gets the trade date.
- getTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Gets the trade date.
- getTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Gets the trade date.
- getTradeDate() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the trade date, optional.
- getTradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements
-
Gets the trade-level measure requirements.
- getTradeTime() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the trade time, optional.
- getTradeType() - Method in interface com.opengamma.strata.pricer.calibration.CalibrationMeasure
-
Gets the trade type of the calibrator.
- getTradeType() - Method in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
-
- getTradeType() - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
- getTradeTypes() - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
-
Gets the supported trade types.
- getTradeUnitValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Returns the value of a single tradeable unit of the security.
- getTriangulationCurrency() - Method in class com.opengamma.strata.basics.currency.Currency
-
Gets the preferred triangulation currency.
- getType() - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
Gets the type of the index.
- getType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Gets the type of adjustment to make.
- getType() - Method in class com.opengamma.strata.calc.config.ReportingCurrency
-
Gets the type of reporting currency.
- getType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getType() - Method in class com.opengamma.strata.market.option.DeltaStrike
-
- getType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
- getType() - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
- getType() - Method in class com.opengamma.strata.market.option.SimpleStrike
-
- getType() - Method in interface com.opengamma.strata.market.option.Strike
-
Gets the type of the strike.
- getType() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
Gets the type of the reference.
- getType() - Method in interface com.opengamma.strata.product.credit.ReferenceInformation
-
Gets the type of the underlying.
- getType() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
Gets the type of the reference.
- getType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- getType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- getType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- getType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- getType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- getType() - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- getType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the type of the leg, such as Fixed or Ibor.
- getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
Gets the unadjusted date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
The unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
The unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the unadjusted end date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
The unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
The unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the unadjusted start date.
- getUnderlying() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Gets the underlying foreign exchange transaction.
- getUnderlying() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
-
Gets the underlying foreign exchange transaction.
- getUnderlying() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets the underlying swap.
- getUnderlying() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the underlying swap.
- getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
Gets the underlying curve.
- getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the underlying future.
- getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the underlying future.
- getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the underlying future.
- getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the underlying future.
- getUnderlyingFutureId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the identifier of the underlying future.
- getUnderlyingFutureId() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the identifier of the underlying future.
- getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
- getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
- getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
- getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
- getUnderlyingIds() - Method in class com.opengamma.strata.product.equity.EquitySecurity
-
- getUnderlyingIds() - Method in class com.opengamma.strata.product.GenericSecurity
-
- getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
- getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
- getUnderlyingIds() - Method in interface com.opengamma.strata.product.Security
-
Gets the set of underlying security identifiers.
- getUnderlyingIds() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
-
- getUnderlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the underlying swap.
- getUnderlyingSwap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
Gets the underlying swap.
- getUnderlyingSwap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
-
Gets the underlying swap.
- getUnderlyingSwap() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
-
Gets the underlying swap.
- getUnits() - Method in class com.opengamma.strata.basics.date.Tenor
-
Gets the units supported by a tenor.
- getUnits() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Gets the unit of this periodic frequency.
- getUpfrontFee() - Method in class com.opengamma.strata.product.credit.FeeLeg
-
Gets the upfront fee.
- getUpfrontFeeAmount() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the upfront fee amount, optional.
- getUpfrontFeePaymentDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the upfront fee date, optional.
- getValuationDate() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
Gets the valuation date associated with the market data.
- getValuationDate() - Method in interface com.opengamma.strata.basics.market.MarketData
-
Gets the valuation date of the market data.
- getValuationDate() - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
-
Gets a box that can provide the valuation date of each scenario.
- getValuationDate() - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
-
Gets a box that can provide the valuation date of each scenario.
- getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
-
- getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
Gets the valuation date associated with the data.
- getValuationDate() - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
-
- getValuationDate() - Method in interface com.opengamma.strata.market.MarketDataView
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
-
- getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
-
- getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
-
- getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
- getValuationDate() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.market.view.FxForwardRates
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
-
- getValuationDate() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
-
- getValuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.report.Report
-
Gets the valuation date of the results driving the report.
- getValuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the valuation date.
- getValuationDateTime() - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Gets the valuation date.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the valuation date-time.
- getValue(int) - Method in class com.opengamma.strata.basics.currency.FxRatesArray
-
Returns the FX rate for a scenario.
- getValue() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the amount of the payment.
- getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- getValue(ReferenceDataId<T>) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
-
- getValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.basics.market.MarketData
-
Gets the market data value identified by the specified key.
- getValue(int) - Method in interface com.opengamma.strata.basics.market.MarketDataBox
-
Gets the market data value associated with the specified scenario.
- getValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.market.ReferenceData
-
Gets the reference data value associated with the specified identifier.
- getValue(int) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
- getValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
Gets the market data value which provides data for multiple scenarios.
- getValue(int) - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataValue
-
Gets the market data value associated with the specified scenario.
- getValue(int) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
- getValue(int) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
- getValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
Gets the market data value used in all scenarios.
- getValue() - Method in class com.opengamma.strata.basics.market.StandardId
-
Gets the value of the identifier within the scheme.
- getValue() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Gets the value of the variable.
- getValue() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Gets the value representing the change that occurs.
- getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
-
Gets a box that can provide an item of market data for a scenario.
- getValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
-
Gets a box that can provide an item of market data for a scenario.
- getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
-
- getValue(MarketDataKey<T>, CalculationEnvironment) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- getValue(MarketDataKey<T>, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
-
Returns a market data value from a calculation environment given a key identifying the data.
- getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- getValue() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
-
Gets the single result that applies to all scenarios.
- getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
-
- getValue() - Method in class com.opengamma.strata.collect.result.Result
-
Returns the actual result value if calculated successfully, throwing an
exception if a failure occurred.
- getValue() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Gets the value.
- getValue() - Method in class com.opengamma.strata.market.option.DeltaStrike
-
Gets the value of absolute delta.
- getValue() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
Gets the value of log-moneyness.
- getValue() - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
Gets the value of moneyness.
- getValue() - Method in class com.opengamma.strata.market.option.SimpleStrike
-
Gets the value of strike.
- getValue() - Method in interface com.opengamma.strata.market.option.Strike
-
Gets the value of the strike.
- getValue(int) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
-
- getValue() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets the amount of the payment.
- getValue() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Gets the reference to a value to display in this column.
- getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
Gets details of failures when building single market data values.
- getValueOrElse(T) - Method in class com.opengamma.strata.collect.result.Result
-
Returns the actual result value if calculated successfully, or the specified
default value if a failure occurred.
- getValueOrElseApply(Function<Failure, T>) - Method in class com.opengamma.strata.collect.result.Result
-
Returns the actual result value if calculated successfully, else the
specified function is applied to the Failure that occurred.
- getValues() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
Gets the market data values.
- getValues() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
-
Gets the typed reference data values by identifier.
- getValues() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
Gets the market data values, one for each scenario.
- getValues() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
Gets the individual items of market data, keyed by ID.
- getValues() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
Gets the calculated values, one per scenario.
- getValues() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
Gets the calculated values, one per scenario.
- getValues(Currency) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
Returns the values for the specified currency, throws an exception if there are no values for the currency.
- getValues() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
Gets the currency values, keyed by currency.
- getValues() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
-
Gets the calculated values, one per scenario.
- getVolatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider
-
Returns the normal volatility.
- getVolatility(ZonedDateTime, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
- getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
- getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
-
Calculates the Black volatility.
- getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
- getVolatility() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
-
Gets the volatilities associated with the strikes.
- getVolatility() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
-
Gets the volatility.
- getVolatility(ZonedDateTime, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
- getVolatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider
-
Returns the normal volatility.
- getVolatilityTerm() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Gets the smile description at the different time to expiry.
- getVolatilityTerm() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
-
Gets the volatility smiles from delta.
- getWeekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Gets the set of weekend days.
- getWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Gets the weight to apply to this fixing.
- getWeight() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
-
Gets the positive weight used when interpolating.
- getWeight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Gets the positive weight used when interpolating.
- getXValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- getXValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the array of x-values, one for each point.
- getXValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Gets the known x-values of the curve.
- getXValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- getXValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the array of x-values, one for each point.
- getXValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Gets the known x-values of the surface.
- getXValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getYearFraction() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the year fraction of the investment implied by the fixing date.
- getYearFraction() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the year fraction of the investment implied by the fixing date.
- getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the year fraction that the accrual period represents.
- getYearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the year fraction that the accrual period represents.
- getYearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the year fraction that the accrual period represents.
- getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the year fraction between the start and end date.
- getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the year fraction between the start and end date.
- getYearFraction() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the year fraction between the start and end date.
- getYearFraction() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
Gets the year fraction.
- getYearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the year fraction that the accrual period represents.
- getYearMonth() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
Gets the year-month of the instrument behind the curve node.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets yield convention.
- getYieldCurveInstruments() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Gets the instrument type at each curve node.
- getYieldCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Gets the tenor at each curve node.
- getYValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- getYValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the array of y-values, one for each point.
- getYValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Gets the known y-values of the curve.
- getYValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- getYValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the array of y-values, one for each point.
- getYValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Gets the known y-values of the surface.
- getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getZone() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the trade time-zone, optional.
- getZValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- getZValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the array of z-values, one for each point.
- getZValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Gets the known z-values of the surface.
- getZValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the x-value type, providing meaning to the z-values of the curve.
- getZValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the z-value type, providing meaning to the z-values of the curve.
- GR - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'GR' - Greece.
- Guavate - Class in com.opengamma.strata.collect
-
Utilities that help bridge the gap between Java 8 and Google Guava.
- IBOR_FIXING_DEPOSIT_MQ - Static variable in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
-
- IBOR_FIXING_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
- IBOR_FUTURE_MQ - Static variable in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
-
- IBOR_FUTURE_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
- IborAveragedFixing - Class in com.opengamma.strata.product.rate
-
A single fixing of an index that is observed by IborAveragedRateObservation.
- IborAveragedFixing.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for IborAveragedFixing.
- IborAveragedFixing.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for IborAveragedFixing.
- IborAveragedRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of a rate of interest based on the average of multiple
fixings of a single Ibor floating rate index.
- IborAveragedRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for IborAveragedRateObservation.
- IborCapFloor - Class in com.opengamma.strata.product.capfloor
-
An Ibor cap/floor product.
- IborCapFloor.Meta - Class in com.opengamma.strata.product.capfloor
-
The meta-bean for IborCapFloor.
- IborCapFloorLeg - Class in com.opengamma.strata.product.capfloor
-
An Ibor cap/floor leg of a cap/floor product.
- IborCapFloorLeg.Builder - Class in com.opengamma.strata.product.capfloor
-
The bean-builder for IborCapFloorLeg.
- IborCapFloorLeg.Meta - Class in com.opengamma.strata.product.capfloor
-
The meta-bean for IborCapFloorLeg.
- IborCapFloorTrade - Class in com.opengamma.strata.product.capfloor
-
A trade in an Ibor cap/floor.
- IborCapFloorTrade.Builder - Class in com.opengamma.strata.product.capfloor
-
The bean-builder for IborCapFloorTrade.
- IborCapFloorTrade.Meta - Class in com.opengamma.strata.product.capfloor
-
The meta-bean for IborCapFloorTrade.
- IborCapletFloorletPeriod - Class in com.opengamma.strata.product.capfloor
-
A period over which an Ibor caplet/floorlet payoff is paid.
- IborCapletFloorletPeriod.Builder - Class in com.opengamma.strata.product.capfloor
-
The bean-builder for IborCapletFloorletPeriod.
- IborCapletFloorletPeriod.Meta - Class in com.opengamma.strata.product.capfloor
-
The meta-bean for IborCapletFloorletPeriod.
- IborCapletFloorletSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to Ibor caplet/floorlet implied parameter point.
- IborCapletFloorletSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for IborCapletFloorletSensitivity.
- IborCapletFloorletVolatilities - Interface in com.opengamma.strata.market.view
-
Volatilities for pricing Ibor caplet/floorlet.
- IborFixingDeposit - Class in com.opengamma.strata.product.deposit
-
An Ibor fixing deposit.
- IborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for IborFixingDeposit.
- IborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for IborFixingDeposit.
- IborFixingDepositConvention - Interface in com.opengamma.strata.product.deposit.type
-
A convention for Ibor fixing deposit trades.
- IborFixingDepositCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is an Ibor fixing deposit.
- IborFixingDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for IborFixingDepositCurveNode.
- IborFixingDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for IborFixingDepositCurveNode.
- IborFixingDepositTemplate - Class in com.opengamma.strata.product.deposit.type
-
A template for creating an Ibor fixing deposit trade.
- IborFixingDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for IborFixingDepositTemplate.
- IborFixingDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for IborFixingDepositTemplate.
- IborFixingDepositTrade - Class in com.opengamma.strata.product.deposit
-
A trade in an Ibor fixing deposit.
- IborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for IborFixingDepositTrade.
- IborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for IborFixingDepositTrade.
- IborFuture - Class in com.opengamma.strata.product.index
-
A futures contract based on an Ibor index.
- IborFuture.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFuture.
- IborFuture.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFuture.
- IborFutureCalculationFunction - Class in com.opengamma.strata.function.calculation.index
-
Perform calculations on a single IborFutureTrade for each of a set of scenarios.
- IborFutureCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.index.IborFutureCalculationFunction
-
Creates an instance.
- IborFutureConvention - Interface in com.opengamma.strata.product.index.type
-
A market convention for Ibor Future trades.
- IborFutureConventions - Class in com.opengamma.strata.product.index.type
-
Market standard Ibor future conventions.
- IborFutureCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is an Ibor Future.
- IborFutureCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for IborFutureCurveNode.
- IborFutureCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for IborFutureCurveNode.
- IborFutureFunctionGroups - Class in com.opengamma.strata.function.calculation.index
-
Contains function groups for built-in Ibor Future calculation functions.
- IborFutureOption - Class in com.opengamma.strata.product.index
-
A futures option contract, based on an Ibor index.
- IborFutureOption.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFutureOption.
- IborFutureOption.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFutureOption.
- IborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.index
-
Pricer for Ibor future option products with daily margin.
- IborFutureOptionMarginedProductPricer() - Constructor for class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer
-
Creates an instance.
- IborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.index
-
Pricer for Ibor future option trades with daily margin.
- IborFutureOptionMarginedTradePricer() - Constructor for class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
-
Creates an instance.
- IborFutureOptionSecurity - Class in com.opengamma.strata.product.index
-
A security representing a futures option contract, based on an Ibor index.
- IborFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFutureOptionSecurity.
- IborFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFutureOptionSecurity.
- IborFutureOptionSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to an implied volatility for a Ibor future option model.
- IborFutureOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for IborFutureOptionSensitivity.
- IborFutureOptionTrade - Class in com.opengamma.strata.product.index
-
A trade representing an option on a futures contract based on an Ibor index.
- IborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFutureOptionTrade.
- IborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFutureOptionTrade.
- IborFutureProvider - Interface in com.opengamma.strata.pricer.index
-
Data provider for for model parameters related to Ibor futures and their options.
- IborFutureSecurity - Class in com.opengamma.strata.product.index
-
A security representing a futures contract based on an Ibor index.
- IborFutureSecurity.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFutureSecurity.
- IborFutureSecurity.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFutureSecurity.
- IborFutureTemplate - Class in com.opengamma.strata.product.index.type
-
A template for creating an Ibor Future trade.
- IborFutureTemplate.Builder - Class in com.opengamma.strata.product.index.type
-
The bean-builder for IborFutureTemplate.
- IborFutureTemplate.Meta - Class in com.opengamma.strata.product.index.type
-
The meta-bean for IborFutureTemplate.
- IborFutureTrade - Class in com.opengamma.strata.product.index
-
A trade representing a futures contract based on an Ibor index.
- IborFutureTrade.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFutureTrade.
- IborFutureTrade.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFutureTrade.
- IborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Ibor-Ibor swap trades.
- IborIborSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard Ibor-Ibor swap conventions.
- IborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Ibor-Ibor interest rate swap.
- IborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for IborIborSwapCurveNode.
- IborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for IborIborSwapCurveNode.
- IborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Ibor-Ibor swap trades.
- IborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for IborIborSwapTemplate.
- IborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for IborIborSwapTemplate.
- IborIndex - Interface in com.opengamma.strata.basics.index
-
An inter-bank lending rate index, such as Libor or Euribor.
- iborIndexCurve(IborIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an Ibor index forward curve to the provider.
- iborIndexCurve(IborIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an index forward curve to the provider with associated time-series.
- IborIndexCurveId - Class in com.opengamma.strata.market.id
-
A market data ID identifying the forward curve for an
IborIndex.
- IborIndexCurveId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for IborIndexCurveId.
- IborIndexCurveKey - Class in com.opengamma.strata.market.key
-
Market data key identifying the forward curve for an Ibor index.
- IborIndexCurveKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for IborIndexCurveKey.
- IborIndexCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping
-
- IborIndexCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
-
The meta-bean for IborIndexCurveMapping.
- IborIndexCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
-
Market data function that builds a
Curve representing the forward curve of an Ibor index.
- IborIndexCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction
-
- IborIndexObservation - Class in com.opengamma.strata.basics.index
-
Defines the observation of a rate of interest from a single Ibor index.
- IborIndexObservation.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for IborIndexObservation.
- IborIndexRates - Interface in com.opengamma.strata.market.view
-
Provides access to rates for an Ibor index.
- iborIndexRates(IborIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- iborIndexRates(IborIndex) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
-
- iborIndexRates(IborIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the rates for an Ibor index.
- IborIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard Ibor indices.
- IborInterpolatedRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of a rate of interest interpolated from two Ibor indices.
- IborInterpolatedRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for IborInterpolatedRateObservation.
- iborRate(IborRateObservation) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the rate to be observed.
- iborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the iborRate property.
- iborRate(IborRateObservation) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
Sets the Ibor rate observation.
- iborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
The meta-property for the iborRate property.
- IborRateAveragingMethod - Enum in com.opengamma.strata.product.swap
-
A convention defining how to average floating rates.
- IborRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a floating rate swap leg based on an Ibor index.
- IborRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for IborRateCalculation.
- IborRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for IborRateCalculation.
- IborRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of a rate of interest from a single Ibor index.
- IborRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for IborRateObservation.
- IborRateSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to a rate from an Ibor index curve.
- IborRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for IborRateSensitivity.
- IborRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for the floating leg of rate swap trades based on an Ibor index.
- IborRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for IborRateSwapLegConvention.
- IborRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for IborRateSwapLegConvention.
- id() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
The meta-property for the id property.
- ID - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'ID' - Indonesia.
- ID - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument
-
The 'id' attribute key.
- id() - Method in class com.opengamma.strata.product.PositionInfo.Meta
-
The meta-property for the id property.
- id(StandardId) - Method in class com.opengamma.strata.product.PositionInfoBuilder
-
Sets the primary identifier for the position, optional.
- id() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
-
The meta-property for the id property.
- id(SecurityId) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
-
Sets the security identifier.
- id() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the id property.
- id(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Sets the primary identifier for the trade, optional.
- identity() - Static method in interface com.opengamma.strata.calc.marketdata.mapping.FeedIdMapping
-
Returns a mapping that always returns the ID that is passed in.
- identity(int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an identity matrix.
- idForFeed(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.mapping.FeedIdMapping
-
Returns an observable ID that can be used for looking up the market data in a market data feed if
there is a mapping defined for the ID argument.
- idForFeed(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingDataAwareFeedIdMapping
-
- IDR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'IDR' = Indonesian Rupiah.
- ignoreFailures(boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
Sets whether to ignore failures, or report the errors.
- ignoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
The meta-property for the ignoreFailures property.
- IL - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'IL' - Israel.
- ILS - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'ILS' = Israeli Shekel.
- IMM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMM' roll convention which adjusts the date to the third Wednesday.
- IMMAUD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.
- IMMNZD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMMNZD' roll convention which adjusts the date to the first Wednesday
on or after the ninth day of the month.
- ImmutableCdsConvention - Class in com.opengamma.strata.product.credit.type
-
A market convention for credit default swap (CDS) trades.
- ImmutableCdsConvention.Builder - Class in com.opengamma.strata.product.credit.type
-
The bean-builder for ImmutableCdsConvention.
- ImmutableCdsConvention.Meta - Class in com.opengamma.strata.product.credit.type
-
The meta-bean for ImmutableCdsConvention.
- ImmutableFixedIborSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Ibor swap trades.
- ImmutableFixedIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableFixedIborSwapConvention.
- ImmutableFixedIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableFixedIborSwapConvention.
- ImmutableFixedInflationSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Inflation swap trades.
- ImmutableFixedInflationSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableFixedInflationSwapConvention.
- ImmutableFixedInflationSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableFixedInflationSwapConvention.
- ImmutableFixedOvernightSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Overnight swap trades.
- ImmutableFixedOvernightSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableFixedOvernightSwapConvention.
- ImmutableFixedOvernightSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableFixedOvernightSwapConvention.
- ImmutableFraConvention - Class in com.opengamma.strata.product.fra.type
-
A market convention for forward rate agreement (FRA) trades.
- ImmutableFraConvention.Builder - Class in com.opengamma.strata.product.fra.type
-
The bean-builder for ImmutableFraConvention.
- ImmutableFraConvention.Meta - Class in com.opengamma.strata.product.fra.type
-
The meta-bean for ImmutableFraConvention.
- ImmutableFxIndex - Class in com.opengamma.strata.basics.index
-
A foreign exchange index implementation based on an immutable set of rules.
- ImmutableFxIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutableFxIndex.
- ImmutableFxIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutableFxIndex.
- ImmutableFxSwapConvention - Class in com.opengamma.strata.product.fx.type
-
A market convention for FX swap trades
- ImmutableFxSwapConvention.Builder - Class in com.opengamma.strata.product.fx.type
-
The bean-builder for ImmutableFxSwapConvention.
- ImmutableFxSwapConvention.Meta - Class in com.opengamma.strata.product.fx.type
-
The meta-bean for ImmutableFxSwapConvention.
- ImmutableHolidayCalendar - Class in com.opengamma.strata.basics.date
-
A holiday calendar implementation based on an immutable set of holiday dates and weekends.
- ImmutableHolidayCalendar.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for ImmutableHolidayCalendar.
- ImmutableIborFixingDepositConvention - Class in com.opengamma.strata.product.deposit.type
-
A convention for Ibor fixing deposit trades.
- ImmutableIborFixingDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for ImmutableIborFixingDepositConvention.
- ImmutableIborFixingDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for ImmutableIborFixingDepositConvention.
- ImmutableIborFutureConvention - Class in com.opengamma.strata.product.index.type
-
A market convention for Ibor Future trades.
- ImmutableIborFutureConvention.Builder - Class in com.opengamma.strata.product.index.type
-
The bean-builder for ImmutableIborFutureConvention.
- ImmutableIborFutureConvention.Meta - Class in com.opengamma.strata.product.index.type
-
The meta-bean for ImmutableIborFutureConvention.
- ImmutableIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Ibor-Ibor swap trades.
- ImmutableIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableIborIborSwapConvention.
- ImmutableIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableIborIborSwapConvention.
- ImmutableIborIndex - Class in com.opengamma.strata.basics.index
-
An Ibor index implementation based on an immutable set of rules.
- ImmutableIborIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutableIborIndex.
- ImmutableIborIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutableIborIndex.
- ImmutableMarketData - Class in com.opengamma.strata.basics.market
-
An immutable set of market data
- ImmutableMarketData.Meta - Class in com.opengamma.strata.basics.market
-
The meta-bean for ImmutableMarketData.
- ImmutableMarketDataBuilder - Class in com.opengamma.strata.basics.market
-
- ImmutableMeasure - Class in com.opengamma.strata.calc.config
-
The default, immutable implementation of
Measure.
- ImmutableMeasure.Builder - Class in com.opengamma.strata.calc.config
-
The bean-builder for ImmutableMeasure.
- ImmutableMeasure.Meta - Class in com.opengamma.strata.calc.config
-
The meta-bean for ImmutableMeasure.
- ImmutableOvernightIndex - Class in com.opengamma.strata.basics.index
-
An overnight index, such as Sonia or Eonia.
- ImmutableOvernightIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutableOvernightIndex.
- ImmutableOvernightIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutableOvernightIndex.
- ImmutablePriceIndex - Class in com.opengamma.strata.basics.index
-
A price index implementation based on an immutable set of rules.
- ImmutablePriceIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutablePriceIndex.
- ImmutablePriceIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutablePriceIndex.
- ImmutableRatesProvider - Class in com.opengamma.strata.pricer.rate
-
The default immutable rates provider, used to calculate analytic measures.
- ImmutableRatesProvider.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for ImmutableRatesProvider.
- ImmutableRatesProviderBuilder - Class in com.opengamma.strata.pricer.rate
-
Builder for the immutable rates provider.
- ImmutableRatesProviderGenerator - Class in com.opengamma.strata.pricer.calibration
-
Generates a rates provider based on an existing provider.
- ImmutableReferenceData - Class in com.opengamma.strata.basics.market
-
An immutable set of reference data
- ImmutableReferenceData.Meta - Class in com.opengamma.strata.basics.market
-
The meta-bean for ImmutableReferenceData.
- ImmutableSwapIndex - Class in com.opengamma.strata.product.swap
-
A swap index implementation based on an immutable set of rules.
- ImmutableSwapIndex.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for ImmutableSwapIndex.
- ImmutableSwapIndex.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for ImmutableSwapIndex.
- ImmutableTermDepositConvention - Class in com.opengamma.strata.product.deposit.type
-
A market convention for term deposit trades.
- ImmutableTermDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for ImmutableTermDepositConvention.
- ImmutableTermDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for ImmutableTermDepositConvention.
- ImmutableThreeLegBasisSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for three leg basis swap trades.
- ImmutableThreeLegBasisSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableThreeLegBasisSwapConvention.
- ImmutableThreeLegBasisSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableThreeLegBasisSwapConvention.
- ImmutableXCcyIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for cross-currency Ibor-Ibor swap trades.
- ImmutableXCcyIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableXCcyIborIborSwapConvention.
- ImmutableXCcyIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableXCcyIborIborSwapConvention.
- impliedVolatility(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the implied Black volatility of the foreign exchange vanilla option product.
- impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Computes the implied volatility of the swaption.
- impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Computes the implied volatility of the swaption.
- impliedVolatilityFromPresentValue(ResolvedSwaption, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
-
Computes the implied normal volatility from the present value of a swaption.
- impliedVolatilityFromPresentValue(ResolvedSwaption, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
-
Computes the implied normal volatility from the present value of a swaption.
- IN - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'IN' - India.
- index() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
The meta-property for the index property.
- Index - Interface in com.opengamma.strata.basics.index
-
An index of values, such as LIBOR, FED FUND or daily exchange rates.
- index(OvernightIndex) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the Overnight index.
- index() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
-
The meta-property for the index property.
- INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The observed index, such as an Ibor or Overnight index.
- index() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
-
Sets the Ibor index of the underlying future.
- index() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
-
The meta-property for the index property.
- index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the swap index.
- index() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the index property.
- index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the swap index.
- index() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the index property.
- index(FxIndex) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
Sets the index defining the FX rate to observe on the fixing date.
- index() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
Sets the underlying Ibor index.
- index() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
Sets the underlying Ibor index.
- index() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
The meta-property for the index property.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
-
Sets the Overnight index.
- index() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
-
The meta-property for the index property.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
-
Sets the Overnight index.
- index() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
-
The meta-property for the index property.
- index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
Sets the FX index used to obtain the FX reset rate.
- index() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the index property.
- index(PriceIndex) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets the index of prices.
- index() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the index property.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
Sets the Overnight index.
- index() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
-
Sets the Ibor index to be used for the stub.
- index() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the index property.
- index(PriceIndex) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
Sets the Price index.
- index() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
The meta-property for the index property.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the Overnight index.
- index() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the index property.
- INDEX_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The observed index value, typically derived from a curve.
- indexAnnexVersion(int) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
-
Sets the CDS index series version identifier.
- indexAnnexVersion() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
-
The meta-property for the indexAnnexVersion property.
- indexCalculationMethod(PriceIndexCalculationMethod) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets reference price index calculation method.
- indexCalculationMethod() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the indexCalculationMethod property.
- indexCalculationMethod(PriceIndexCalculationMethod) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
Sets reference price index calculation method.
- indexCalculationMethod() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
The meta-property for the indexCalculationMethod property.
- indexCurve(Index) - Static method in class com.opengamma.strata.market.key.MarketDataKeys
-
Returns a market data key for the forward curve for an index.
- indexCurve(Index, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an index forward curve to the provider.
- IndexCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
-
A market data filter matching a curve for an index.
- IndexCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
-
The meta-bean for IndexCurveFilter.
- IndexCurveId - Interface in com.opengamma.strata.market.id
-
Market data ID identifying a forward curve for an index.
- indexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the indexCurves property.
- indexCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds index forward curves to the provider.
- indexCurves(Map<? extends Index, ? extends Curve>, Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds index forward curves to the provider with associated time-series.
- IndexedCurvePointShift - Class in com.opengamma.strata.market.curve.perturb
-
Perturbation which applies a shift to a single point on a nodal curve.
- IndexedCurvePointShift.Meta - Class in com.opengamma.strata.market.curve.perturb
-
The meta-bean for IndexedCurvePointShift.
- indexId(StandardId) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
-
Sets the CDS index identifier, such as a RED pair code.
- indexId() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
-
The meta-property for the indexId property.
- indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the second Ibor index to be used for linear interpolation, optional.
- indexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the indexInterpolated property.
- indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
-
Sets the second Ibor index to be used for the stub, linearly interpolated.
- indexInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
-
The meta-property for the indexInterpolated property.
- indexName() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
-
The meta-property for the indexName property.
- IndexObservation - Interface in com.opengamma.strata.basics.index
-
A single observation of an index.
- indexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Find the index of the first occurrence of the specified value.
- IndexRateId - Class in com.opengamma.strata.market.id
-
A market data ID identifying the current and historical values for an
Index.
- IndexRateId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for IndexRateId.
- IndexRateKey - Class in com.opengamma.strata.market.key
-
Market data key identifying the current and historical values for an index.
- IndexRateKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for IndexRateKey.
- IndexReferenceInformation - Class in com.opengamma.strata.product.credit
-
Reference data for a CDS index.
- IndexReferenceInformation.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for IndexReferenceInformation.
- IndexReferenceInformation.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for IndexReferenceInformation.
- indexSeries(int) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
-
Sets the CDS index series identifier.
- indexSeries() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
-
The meta-property for the indexSeries property.
- indices(Set<Index>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
Sets the indices for which the curve provides forward rates.
- indices(Index...) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
Sets the indices property in the builder
from an array of objects.
- indices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
The meta-property for the indices property.
- InflationEndInterpolatedRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of inflation figures from a price index with interpolation
where the start index value is known.
- InflationEndInterpolatedRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for InflationEndInterpolatedRateObservation.
- InflationEndMonthRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of inflation figures from a price index
where the start index value is known.
- InflationEndMonthRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for InflationEndMonthRateObservation.
- InflationInterpolatedRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of inflation figures from a price index with interpolation.
- InflationInterpolatedRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for InflationInterpolatedRateObservation.
- InflationMonthlyRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of inflation figures from a price index.
- InflationMonthlyRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for InflationMonthlyRateObservation.
- InflationRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.
- InflationRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for InflationRateCalculation.
- InflationRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for InflationRateCalculation.
- InflationRateSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to a rate from a price index curve.
- InflationRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for InflationRateSensitivity.
- InflationRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for the floating leg of rate swap trades based on a price index.
- InflationRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for InflationRateSwapLegConvention.
- InflationRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for InflationRateSwapLegConvention.
- info() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
-
The meta-property for the info property.
- info() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
-
The meta-property for the info property.
- info(PositionInfo) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
-
The meta-property for the info property.
- info(PositionInfo) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
The meta-property for the info property.
- IniFile - Class in com.opengamma.strata.collect.io
-
An INI file.
- initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the flag indicating whether to exchange the initial notional.
- initialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the initialExchange property.
- initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the flag indicating whether to exchange the initial notional.
- initialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the initialExchange property.
- initialGuess(LocalDate, MarketData, ValueType) - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Gets the initial guess used for calibrating the node.
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- initialGuesses(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets the list of all initial guesses.
- initialStub(StubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the rate to be used in initial stub, optional.
- initialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the initialStub property.
- initialValue(double) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the initial value.
- initialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
The meta-property for the initialValue property.
- inOrderNotEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the two values are in order and not equal.
- inOrderOrEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the two values are in order or equal.
- INR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'INR' = Indian Rupee.
- inRange(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low <= x < high.
- inRange(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low <= x < high.
- inRangeExclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low < x < high.
- inRangeExclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low < x < high.
- inRangeInclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low <= x <= high.
- inRangeInclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low <= x <= high.
- INSTANCE - Static variable in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction
-
The single shared instance of the class.
- INSTANCE - Static variable in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping
-
Singleton instance.
- INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
The single shared instance.
- INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
The single shared instance.
- INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
The single shared instance.
- instance() - Static method in interface com.opengamma.strata.pricer.rate.RateObservationFn
-
Returns a default instance of the function.
- instance() - Static method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
-
Returns a default instance of the function.
- instance() - Static method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Returns a default instance of the function.
- INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
-
The single shared instance of this report formatter.
- INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
-
The single shared instance of this report runner.
- INSTANCE - Static variable in class com.opengamma.strata.report.framework.format.FormatSettingsProvider
-
The default instance.
- INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportFormatter
-
The single shared instance of this report formatter.
- INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportRunner
-
The single shared instance of this report runner.
- IntDoubleConsumer - Interface in com.opengamma.strata.collect.function
-
An operation consuming two arguments - int and double.
- IntDoublePair - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of an int and double.
- IntDoublePair.Meta - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for IntDoublePair.
- IntDoublePredicate - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments - int and double.
- IntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - int and double.
- intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- intermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the intermediateExchange property.
- intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- intermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the intermediateExchange property.
- interpolate(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator
-
Computes the y-value for the specified x-value by interpolation.
- InterpolatedNodalCurve - Class in com.opengamma.strata.market.curve
-
A curve based on interpolation between a number of nodal points.
- InterpolatedNodalCurve.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for InterpolatedNodalCurve.
- InterpolatedNodalCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for InterpolatedNodalCurve.
- InterpolatedNodalCurveDefinition - Class in com.opengamma.strata.market.curve
-
Provides the definition of how to calibrate an interpolated nodal curve.
- InterpolatedNodalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for InterpolatedNodalCurveDefinition.
- InterpolatedNodalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for InterpolatedNodalCurveDefinition.
- InterpolatedNodalSurface - Class in com.opengamma.strata.market.surface
-
A surface based on interpolation between a number of nodal points.
- InterpolatedNodalSurface.Builder - Class in com.opengamma.strata.market.surface
-
The bean-builder for InterpolatedNodalSurface.
- InterpolatedNodalSurface.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for InterpolatedNodalSurface.
- InterpolatedSmileDeltaTermStructure - Interface in com.opengamma.strata.pricer.fx
-
An interpolated term structure of smile as used in Forex market.
- InterpolatedSmileDeltaTermStructureStrikeInterpolation - Class in com.opengamma.strata.pricer.fx
-
An interpolated term structure of smiles as used in Forex market.
- InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta - Class in com.opengamma.strata.pricer.fx
-
The meta-bean for InterpolatedSmileDeltaTermStructureStrikeInterpolation.
- interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
Sets the interpolator.
- interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
The meta-property for the interpolator property.
- interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
Sets the interpolator used to find points on the curve.
- interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
The meta-property for the interpolator property.
- INTERPOLATOR - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
-
Interpolator extrapolator.
- interpolator(GridInterpolator2D) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
Sets the underlying interpolator.
- interpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
The meta-property for the interpolator property.
- intersection(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Calculates the range that is the intersection of this range and the specified range.
- intersection(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Obtains the intersection of a pair of time series.
- IntIntDoubleConsumer - Interface in com.opengamma.strata.collect.function
-
An operation consuming three arguments - int, int and double.
- IntIntDoublePredicate - Interface in com.opengamma.strata.collect.function
-
A predicate of three arguments - int, int and double.
- IntIntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function
-
A function of three arguments - int, int and double.
- IntIntToDoubleFunction - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - int and int.
- invalidTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
Generates a failure result for an invalid token.
- inverse() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the inverse currency pair.
- inverse() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Gets the inverse rate.
- inverse() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Returns the inverse transaction.
- IR01_BUCKETED_PAR - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the (vector) PV change to a series of 1 bps shifts in par interest rates at each curve node.
- IR01_BUCKETED_ZERO - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the (vector) PV change to a series of 1 bps shifts in zero interest rates at each curve node.
- IR01_PARALLEL_PAR - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the (scalar) PV change to a 1 bps shift in par interest rates.
- IR01_PARALLEL_ZERO - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the (scalar) PV change to a 1 bps shift in zero interest rates of calibrated curve.
- ir01BucketedPar(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the vector PV change to a series of 1 basis point shifts in par interest rates at each curve node.
- ir01BucketedZero(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the vector PV change to a series of 1 basis point shifts in par interest rates at each curve node.
- ir01ParallelPar(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the scalar PV change to a 1 basis point shift in par interest rates.
- ir01ParallelZero(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the scalar PV change to a 1 basis point shift in zero rates.
- IS - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'IS' - Iceland.
- isAfter(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Checks if this range is entirely after the specified range.
- isAnnual() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is annual.
- isBefore(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Checks if this range is entirely before the specified range.
- isBusinessDay(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Checks if the specified date is a business day.
- isBuy() - Method in enum com.opengamma.strata.basics.BuySell
-
Checks if the type is 'Buy'.
- isCalculateBackwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if the schedule is calculated backwards from the end date to the start date.
- isCalculateForwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if the schedule is calculated forwards from the start date to the end date.
- isCall() - Method in enum com.opengamma.strata.basics.PutCall
-
Checks if the type is 'Call'.
- isCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
-
Checks if the specified date is a CDS date.
- isComplete() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Returns true if evaluation of the whole expression is complete.
- isCompoundingApplicable() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Checks whether compounding applies.
- isConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair is a conventional currency pair.
- isCrossCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Checks if this trade is cross-currency.
- isCrossCurrency() - Method in class com.opengamma.strata.product.swap.Swap
-
Checks if this trade is cross-currency.
- isCurrencyConvertible() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
-
Gets flag indicating whether measure values should be automatically converted to the reporting currency.
- isCurrencyConvertible() - Method in interface com.opengamma.strata.calc.config.Measure
-
Flag indicating whether measure values should be automatically converted to the reporting currency.
- ISDA_CREDIT - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is an ISDA credit curve value - 'IsdaCredit'.
- IsdaCdsHelper - Class in com.opengamma.strata.pricer.credit
-
Helper for interacting with the underlying Analytics layer for CDS pricing.
- IsdaCdsHelper() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsHelper
-
- IsdaCdsPricer - Class in com.opengamma.strata.pricer.credit
-
Pricer for for CDS products using the ISDA methodology.
- IsdaCdsPricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
- isdaCredit(CurveName, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for an ISDA credit curve.
- IsdaCreditCurveInputs - Class in com.opengamma.strata.market.curve
-
The par rates used when calibrating an ISDA credit curve.
- IsdaCreditCurveInputs.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for IsdaCreditCurveInputs.
- IsdaIndexCreditCurveInputsId - Class in com.opengamma.strata.market.id
-
Market data ID for a set of par rates to be used in the ISDA credit model's credit curve
calibration for an index.
- IsdaIndexCreditCurveInputsId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for IsdaIndexCreditCurveInputsId.
- IsdaIndexCreditCurveInputsKey - Class in com.opengamma.strata.market.key
-
Market data key identifying a set of par rates to be used in the ISDA credit model's credit
curve calibration for an index.
- IsdaIndexCreditCurveInputsKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for IsdaIndexCreditCurveInputsKey.
- IsdaIndexRecoveryRateId - Class in com.opengamma.strata.market.id
-
Market data ID for a recovery rate to be used in the ISDA credit model's pricing for an index.
- IsdaIndexRecoveryRateId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for IsdaIndexRecoveryRateId.
- IsdaIndexRecoveryRateKey - Class in com.opengamma.strata.market.key
-
Market data key identifying the recovery rate to be used in the ISDA credit model's pricing
for a single-name.
- IsdaIndexRecoveryRateKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for IsdaIndexRecoveryRateKey.
- IsdaSingleNameCreditCurveInputsId - Class in com.opengamma.strata.market.id
-
Market data ID for a set of par rates to be used in the ISDA credit model's credit curve
calibration for a single-name.
- IsdaSingleNameCreditCurveInputsId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for IsdaSingleNameCreditCurveInputsId.
- IsdaSingleNameCreditCurveInputsKey - Class in com.opengamma.strata.market.key
-
Market data key identifying a set of par rates to be used in the ISDA credit model's credit
curve calibration for a single-name.
- IsdaSingleNameCreditCurveInputsKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for IsdaSingleNameCreditCurveInputsKey.
- IsdaSingleNameRecoveryRateId - Class in com.opengamma.strata.market.id
-
Market data ID for a recovery rate to be used in the ISDA credit model's
pricing for a single-name.
- IsdaSingleNameRecoveryRateId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for IsdaSingleNameRecoveryRateId.
- IsdaSingleNameRecoveryRateKey - Class in com.opengamma.strata.market.key
-
Market data key identifying the recovery rate to be used in the ISDA credit model's pricing
for a single-name.
- IsdaSingleNameRecoveryRateKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for IsdaSingleNameRecoveryRateKey.
- IsdaYieldCurveConvention - Interface in com.opengamma.strata.product.credit.type
-
CDS Standard model definition for parameters required to bootstrap an ISDA yield curve
- IsdaYieldCurveConventions - Class in com.opengamma.strata.product.credit.type
-
Market conventions used to bootstrap an ISDA yield curve
- IsdaYieldCurveInputs - Class in com.opengamma.strata.market.curve
-
The par rates used when calibrating an ISDA yield curve.
- IsdaYieldCurveInputs.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for IsdaYieldCurveInputs.
- IsdaYieldCurveInputsId - Class in com.opengamma.strata.market.id
-
Market data ID identifying a set of par rates to be used in the ISDA credit model's yield
curve calibration for a currency.
- IsdaYieldCurveInputsId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for IsdaYieldCurveInputsId.
- IsdaYieldCurveInputsKey - Class in com.opengamma.strata.market.key
-
Market data key identifying a set of par rates to be used in the ISDA credit model's yield
yield curve calibration for a currency.
- IsdaYieldCurveInputsKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for IsdaYieldCurveInputsKey.
- IsdaYieldCurveUnderlyingType - Enum in com.opengamma.strata.market.curve
-
Enumerates the supported types of underlying instruments on an ISDA yield curve.
- isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Checks if this array is empty.
- isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Checks if this matrix is empty.
- isEmpty() - Method in class com.opengamma.strata.collect.io.PropertySet
-
Checks if this property set is empty.
- isEmpty() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Checks if the range is empty.
- isEmpty() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Indicates if this time-series is empty.
- isEnd() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
-
Checks if the type is 'End'.
- isEndOfMonthConvention() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Checks if the end of month convention is in use.
- isEndOfMonthConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Checks if the end of month convention is in use.
- isFailure() - Method in class com.opengamma.strata.collect.result.Result
-
Indicates if this result represents a failure.
- isFalse(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is false.
- isFalse(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is false.
- isFinalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the flag indicating whether to exchange the final notional.
- isFinalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the flag indicating whether to exchange the final notional.
- isFixed() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
-
Checks if the type is 'Fixed'.
- isFixed() - Method in enum com.opengamma.strata.product.swap.SwapLegType
-
Checks if the type is 'Fixed'.
- isFixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
Checks if the stub has a fixed rate.
- isFloat() - Method in enum com.opengamma.strata.product.swap.SwapLegType
-
Checks if the type is floating, defined as 'Ibor', 'Overnight' or 'Inflation'.
- isFloatingRate() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
Checks if the stub has a floating rate.
- isHoliday(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Checks if the specified date is a holiday.
- isHoliday(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- isIbor() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Checks if the type is 'Ibor'.
- isIdentity() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair is an identity pair.
- isIgnoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Gets whether to ignore failures, or report the errors.
- isIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
-
Checks if the specified date is an index roll date.
- isInitialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the flag indicating whether to exchange the initial notional.
- isInitialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the flag indicating whether to exchange the initial notional.
- isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- isInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
Checks if the stub has an interpolated rate.
- isInverse(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair is the inverse of the specified pair.
- isIsMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
Gets flag indicating if the moneyness is on the price (true) or on the rate (false).
- ISK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'ISK' = Icelandic Krone.
- isLastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Checks if the specified date is the last business day of the month.
- isLastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- isLastFixing() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
-
Checks if the type is 'LastFixing'.
- isLong() - Method in enum com.opengamma.strata.basics.LongShort
-
Checks if the type is 'Long'.
- isLong() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if this convention may result in a long stub.
- isMoneynessOnPrice(boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
-
Sets flag indicating if the moneyness is on the price (true) or on the rate (false).
- isMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
-
The meta-property for the isMoneynessOnPrice property.
- isMonthBased() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Checks whether the convention requires a month-based period.
- isMonthBased() - Method in class com.opengamma.strata.basics.date.Tenor
-
Checks if the tenor is month-based.
- isMonthBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is month-based.
- isNatural() - Method in class com.opengamma.strata.calc.config.ReportingCurrency
-
Checks if the type is 'Natural'.
- isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the flag indicating whether to exchange the notional.
- isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Gets the flag indicating whether to exchange the notional.
- isNotScheme(String) - Method in class com.opengamma.strata.basics.market.StandardId
-
Checks if the scheme of this identifier does not equal the specified scheme.
- isOvernight() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Checks if the type is 'OvernightCompounded' or 'OvernightAveraged'.
- isParallel() - Method in class com.opengamma.strata.collect.MapStream
-
- isPay() - Method in enum com.opengamma.strata.basics.PayReceive
-
Checks if the type is 'Pay'.
- isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets whether the accrued premium is paid in the event of a default.
- isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets whether the accrued premium is paid in the event of a default.
- isPayAccruedOnDefault() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets whether the accrued premium is paid in the event of a default.
- isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets whether the accrued premium is paid in the event of a default.
- isPrice() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Checks if the type is 'Price'.
- isPut() - Method in enum com.opengamma.strata.basics.PutCall
-
Checks if the type is 'Put'.
- isReceive() - Method in enum com.opengamma.strata.basics.PayReceive
-
Checks if the type is 'Receive'.
- isRegular(Frequency, RollConvention) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Checks if this period is regular according to the specified frequency and roll convention.
- isScenarioValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
-
Checks if this box contains market data for multiple scenarios.
- isScheme(String) - Method in class com.opengamma.strata.basics.market.StandardId
-
Checks if the scheme of this identifier equals the specified scheme.
- isSell() - Method in enum com.opengamma.strata.basics.BuySell
-
Checks if the type is 'Sell'.
- isShort() - Method in enum com.opengamma.strata.basics.LongShort
-
Checks if the type is 'Short'.
- isShort() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if this convention may result in a short stub.
- isSingleValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
-
Checks if this box contains a single market data value that is used for all scenarios.
- isSingleValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
- isSingleValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
- isSpecific() - Method in class com.opengamma.strata.calc.config.ReportingCurrency
-
Checks if the type is 'Specific'.
- isSquare() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Checks if this matrix is square.
- isSuccess() - Method in class com.opengamma.strata.collect.result.Result
-
Indicates if this result represents a successful call and has a result available.
- IssuerCurveDiscountFactors - Class in com.opengamma.strata.market.view
-
Provides access to discount factors for an issuer curve.
- issuerCurveDiscountFactors(StandardId, Currency) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
Gets the discount factors of an issuer curve for a standard ID and a currency.
- IssuerCurveDiscountFactors.Meta - Class in com.opengamma.strata.market.view
-
The meta-bean for IssuerCurveDiscountFactors.
- issuerCurves(Map<Pair<LegalEntityGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
-
Sets the issuer curves.
- issuerCurves() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
-
The meta-property for the issuerCurves property.
- IssuerCurveZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to the issuer curve.
- IssuerCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for IssuerCurveZeroRateSensitivity.
- isTerm() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is the 'Term' instance.
- isTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Checks if this schedule represents a single 'Term' period.
- isTrue(boolean) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String, long) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String, double) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isUnboundedEnd() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Checks if the end date is unbounded.
- isUnboundedStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Checks if the start date is unbounded.
- isWeekBased() - Method in class com.opengamma.strata.basics.date.Tenor
-
Checks if the tenor is week-based.
- isWeekBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is week-based.
- IT - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'IT' - Italy.
- items(List<Result<?>>) - Method in class com.opengamma.strata.calc.runner.Results.Builder
-
Sets the results, with results for each target grouped together, ordered by column.
- items(Result<?>...) - Method in class com.opengamma.strata.calc.runner.Results.Builder
-
Sets the items property in the builder
from an array of objects.
- items() - Method in class com.opengamma.strata.calc.runner.Results.Meta
-
The meta-property for the items property.
- items() - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
The meta-property for the items property.
- IterableTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against an iterable object and returns a value.
- IterableTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
-
- iterator() - Method in class com.opengamma.strata.collect.MapStream
-
- macaulayDurationFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the Macaulay duration of the fixed coupon bond product from yield.
- map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with an operation applied to each value in the array.
- map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance with an operation applied to each value in the matrix.
- map(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the entries in the stream by applying a mapper function to each key and value.
- map(Function<? super Map.Entry<K, V>, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
- map(Function<? super T, ? extends R>) - Method in class com.opengamma.strata.collect.result.Result
-
Processes a successful result by applying a function that alters the value.
- map() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
The meta-property for the map property.
- mapAmount(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Applies an operation to the amount.
- mapAmounts(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Applies an operation to the amounts.
- mapDates(Function<? super LocalDate, ? extends LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Applies an operation to each date in the time series which creates a new date, returning a new time series
with the new dates and the points from this time series.
- mapKeys(Function<? super K, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the keys in the stream by applying a mapper function to each key.
- mapKeys(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the keys in the stream by applying a mapper function to each key and value.
- mapping(MarketDataMapping<?, ?>) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
-
Adds a an arbitrary mapping to the builder.
- mappings(CalculationTarget) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
-
- mappings() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta
-
The meta-property for the mappings property.
- mappings(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.MarketDataRules
-
Returns the market data mappings that specify which market data should be used when
performing calculations for the target.
- mappings(CalculationTarget) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules
-
- mappings() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta
-
The meta-property for the mappings property.
- mappings(Map<Class<? extends MarketDataKey<?>>, MarketDataMapping<?, ?>>) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
-
Sets mappings that translate data requests from calculators into requests that can be used to look
up the data in the global set of market data.
- mappings() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
-
The meta-property for the mappings property.
- mappings(List<? extends PerturbationMapping<?>>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
-
Sets the market data filters and perturbations that define the scenarios.
- mappings(PerturbationMapping<?>...) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
-
Sets the mappings property in the builder
from an array of objects.
- mappings() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
-
The meta-property for the mappings property.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Applies an operation to the sensitivities in this instance.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Returns an instance with the specified operation applied to the sensitivities in this builder.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
-
Returns an instance with the specified operation applied to the sensitivity values.
- MapStream<K,V> - Class in com.opengamma.strata.collect
-
A stream implementation which adds methods for manipulating keys and values when streaming over map entries.
- mapToDouble(ToDoubleFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- mapToInt(ToIntFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- MapTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a map.
- MapTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
-
- mapToLong(ToLongFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- mapValues(Function<? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the values in the stream by applying a mapper function to each value.
- mapValues(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the values in the stream by applying a mapper function to each key and value.
- mapValues(DoubleUnaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Applies an operation to each value in the time series.
- mapWithIndex(IntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with an operation applied to each indexed value in the array.
- mapWithIndex(IntIntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance with an operation applied to each indexed value in the matrix.
- marginIndex(ResolvedBondFuture, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer
-
Calculates the number related to bond futures product on which the daily margin is computed.
- marginIndex(ResolvedBondFutureOption, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer
-
Calculates the number related to bond futures product on which the daily margin is computed.
- marginIndex(ResolvedIborFuture, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer
-
Calculates the number related to Ibor futures product on which the daily margin is computed.
- marginIndex(ResolvedIborFutureOption, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer
-
Calculates the number related to Ibor futures product on which the daily margin is computed.
- marginIndex(ResolvedDeliverableSwapFuture, double) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer
-
Calculates the number related to deliverable swap futures product on which the daily margin is computed.
- marginIndexSensitivity(ResolvedBondFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer
-
Calculates the margin index sensitivity of the bond future product.
- marginIndexSensitivity(ResolvedBondFutureOption, PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer
-
Calculates the margin index sensitivity of the bond future product.
- marginIndexSensitivity(ResolvedIborFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer
-
Calculates the margin index sensitivity of the Ibor future product.
- marginIndexSensitivity(ResolvedIborFutureOption, PointSensitivities) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer
-
Calculates the margin index sensitivity of the Ibor future product.
- marginIndexSensitivity(ResolvedDeliverableSwapFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer
-
Calculates the margin index sensitivity of the deliverable swap futures product.
- market() - Static method in class com.opengamma.strata.function.calculation.security.GenericSecurityTradeFunctionGroups
-
Obtains the function group providing all built-in measures on generic security
trades based solely on querying the market for the present value.
- market() - Static method in class com.opengamma.strata.function.calculation.security.SecurityPositionFunctionGroups
-
Obtains the function group providing all built-in measures on simple security
trades based solely on querying the market for the present value.
- market() - Static method in class com.opengamma.strata.function.calculation.security.SecurityTradeFunctionGroups
-
Obtains the function group providing all built-in measures on simple security
trades based solely on querying the market for the present value.
- MARKET_QUOTE - Static variable in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
-
The market quote instance, which is the default used in synthetic curve calibration.
- MARKET_VALUE - Static variable in class com.opengamma.strata.basics.market.FieldName
-
The field name for market value.
- MarketData - Interface in com.opengamma.strata.basics.market
-
Provides access to market data, such as curves, surfaces and time-series.
- marketData(Map<? extends MarketDataKey<?>, ?>) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
Sets the market data.
- marketData() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
The meta-property for the marketData property.
- marketData(CurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
-
Constructs the synthetic market data from an existing rates provider and the configuration of the new curves.
- MarketDataBox<T> - Interface in com.opengamma.strata.basics.market
-
A box which can provide values for an item of market data used in scenarios.
- MarketDataConfig - Class in com.opengamma.strata.calc.marketdata.config
-
Configuration required for building non-observable market data, for example curves or surfaces.
- MarketDataConfig.Meta - Class in com.opengamma.strata.calc.marketdata.config
-
The meta-bean for MarketDataConfig.
- MarketDataConfigBuilder - Class in com.opengamma.strata.calc.marketdata.config
-
- MarketDataFactory - Interface in com.opengamma.strata.calc.marketdata
-
A market data factory build market data.
- marketDataFactory() - Static method in class com.opengamma.strata.function.StandardComponents
-
Returns a market data factory containing the standard set of market data functions.
- marketDataFactory(ObservableMarketDataFunction) - Static method in class com.opengamma.strata.function.StandardComponents
-
Returns a market data factory containing the standard set of market data functions.
- marketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
-
The meta-property for the marketDataFeed property.
- MarketDataFeed - Class in com.opengamma.strata.basics.market
-
Identifies a feed of market data, for example Bloomberg or Reuters.
- marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
-
Sets market data feed system that is the source of observable market data, for example Bloomberg or Reuters.
- marketDataFeed() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
-
The meta-property for the marketDataFeed property.
- MarketDataFilter<T,I extends MarketDataId<T>> - Interface in com.opengamma.strata.calc.marketdata.scenario
-
Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.
- MarketDataFunction<T,I extends MarketDataId<? extends T>> - Interface in com.opengamma.strata.calc.marketdata.function
-
A market data function creates items of market data for a set of market data IDs.
- marketDataFunctions() - Static method in class com.opengamma.strata.function.StandardComponents
-
Returns the standard market data functions used to build market data values from other market data.
- MarketDataId<T> - Interface in com.opengamma.strata.basics.market
-
An identifier for a unique item of market data.
- MarketDataKey<T> - Interface in com.opengamma.strata.basics.market
-
A key that identifies an item of market data.
- MarketDataKeys - Class in com.opengamma.strata.market.key
-
Factory methods for creating
MarketDataKey instances for common market data types.
- MarketDataMapping<T,K extends MarketDataKey<T>> - Interface in com.opengamma.strata.calc.marketdata.mapping
-
A market data mapping can be thought of as a configuration rule that tells the system where to
find a piece of market data that is required for a calculation.
- MarketDataMappings - Interface in com.opengamma.strata.calc.marketdata.mapping
-
Market data mappings specify which market data from the global set of data should be used for a particular
calculation.
- MarketDataMappingsBuilder - Class in com.opengamma.strata.function.marketdata.mapping
-
- MarketDataRatesProvider - Class in com.opengamma.strata.pricer.rate
-
A rates provider based on an underlying set of market data.
- MarketDataRequirements - Class in com.opengamma.strata.calc.marketdata
-
A collection of market data IDs defining a set of market data.
- MarketDataRequirements.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for MarketDataRequirements.
- MarketDataRequirementsBuilder - Class in com.opengamma.strata.calc.marketdata
-
- MarketDataRequirementsBuilder() - Constructor for class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
-
- marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
-
Sets the rules that define what market data should be used in each calculation.
- marketDataRules() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
The meta-property for the marketDataRules property.
- marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.calc.Column.Builder
-
Sets the market data rules that apply to this column, merged with the default rules.
- marketDataRules() - Method in class com.opengamma.strata.calc.Column.Meta
-
The meta-property for the marketDataRules property.
- MarketDataRules - Interface in com.opengamma.strata.calc.config
-
Market data rules specify what market data should be used when calculating measures for a target.
- marketDataType(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
-
Sets the type of market data handled by this mapping.
- marketDataType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
-
The meta-property for the marketDataType property.
- MarketDataUtils - Class in com.opengamma.strata.function.calculation.rate
-
Utilities for manipulating market data.
- MarketDataView - Interface in com.opengamma.strata.market
-
A high-level view of a single item of market data.
- MarketEnvironment - Class in com.opengamma.strata.calc.marketdata
-
A set of market data.
- marketEnvironment(MarketEnvironment) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
-
Sets the market data that was successfully built.
- marketEnvironment() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
-
The meta-property for the marketEnvironment property.
- MarketEnvironment.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for MarketEnvironment.
- MarketEnvironmentBuilder - Class in com.opengamma.strata.calc.marketdata
-
- MarketEnvironmentResult - Class in com.opengamma.strata.calc.marketdata
-
The result of building a set of market data, containing the successfully built data and details of
any data that could not be built.
- MarketEnvironmentResult.Builder - Class in com.opengamma.strata.calc.marketdata
-
The bean-builder for MarketEnvironmentResult.
- MarketEnvironmentResult.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for MarketEnvironmentResult.
- MarketQuoteMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.calibration
-
Provides market quote measures for a single type of trade based on functions.
- MarketQuoteSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity
-
Calculator to obtain the Market Quote sensitivities.
- MarketQuoteSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
-
- matches(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Checks if the date matches the rules of the roll convention.
- matches(I, MarketDataBox<T>) - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataFilter
-
Applies the filter to a market data ID and the corresponding market data value
and returns true if the filter matches.
- matches(MarketDataId<?>, MarketDataBox<?>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
Returns true if the filter matches the market data ID and value.
- matches(Pattern, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument is non-null and matches the specified pattern.
- matches(CurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
- matches(DiscountCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
- matches(IndexCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
- matches(CurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
- matches(IndexCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
-
- matches(RateCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
- matching(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
-
Returns a selector that matches the specified party ID.
- matchingRegex(Pattern) - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
-
Returns a selector that matches the specified party ID regular expression.
- Matrix - Interface in com.opengamma.strata.collect.array
-
Base interface for all matrix types.
- maturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
The meta-property for the maturityDate property.
- maturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
The meta-property for the maturityDate property.
- maturityDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the maturity date of the investment implied by the fixing date.
- maturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the maturityDate property.
- maturityDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the adjustment applied to the fixing date to obtain the maturity date.
- maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the maturityDateOffset property.
- maturityDateOffset(TenorAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the adjustment applied to the effective date to obtain the maturity date.
- maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the maturityDateOffset property.
- max() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the minimum value held in the array.
- max(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- maximumSteps(int) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
-
Sets the maximum number of steps for the root finder.
- maximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
-
The meta-property for the maximumSteps property.
- measure(Measure) - Method in class com.opengamma.strata.calc.Column.Builder
-
Sets the measure to be calculated.
- measure() - Method in class com.opengamma.strata.calc.Column.Meta
-
The meta-property for the measure property.
- Measure - Interface in com.opengamma.strata.calc.config
-
Identifies a measure that can be produced by the system.
- measure(String) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
-
Gets the measure encoded in a value path, if present.
- Measures - Class in com.opengamma.strata.calc.config
-
The standard set of measures which can be calculated by Strata.
- measures() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
-
The meta-property for the measures property.
- merge(FxMatrix) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Merges the entries from the other matrix into this one.
- merge(LocalDate, double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Merges the specified date/value point into this builder.
- merge(LocalDateDoublePoint, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Merges the specified date/value point into this builder.
- mergedWith(MarketEnvironment) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
Returns a new market environment containing the data from this environment and another environment.
- mergeRegular(int, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Merges this schedule to form a new schedule by combining the regular schedule periods.
- mergeToTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Merges this schedule to form a new schedule with a single 'Term' period.
- message() - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
The meta-property for the message property.
- message() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
The meta-property for the message property.
- Messages - Class in com.opengamma.strata.collect
-
Contains utility methods for managing messages.
- meta() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
The meta-bean for FxMatrix.
- meta() - Static method in class com.opengamma.strata.basics.currency.FxRate
-
The meta-bean for FxRate.
- meta() - Static method in class com.opengamma.strata.basics.currency.FxRatesArray
-
The meta-bean for FxRatesArray.
- meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
The meta-bean for MultiCurrencyAmount.
- meta() - Static method in class com.opengamma.strata.basics.currency.Payment
-
The meta-bean for Payment.
- meta() - Static method in class com.opengamma.strata.basics.date.AdjustableDate
-
The meta-bean for AdjustableDate.
- meta() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
The meta-bean for BusinessDayAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
The meta-bean for DaysAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
The meta-bean for ImmutableHolidayCalendar.
- meta() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
The meta-bean for PeriodAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
The meta-bean for TenorAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.index.FloatingRateName
-
The meta-bean for FloatingRateName.
- meta() - Static method in class com.opengamma.strata.basics.index.FxIndexObservation
-
The meta-bean for FxIndexObservation.
- meta() - Static method in class com.opengamma.strata.basics.index.IborIndexObservation
-
The meta-bean for IborIndexObservation.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
The meta-bean for ImmutableFxIndex.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
The meta-bean for ImmutableIborIndex.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
The meta-bean for ImmutableOvernightIndex.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
The meta-bean for ImmutablePriceIndex.
- meta() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
The meta-bean for OvernightIndexObservation.
- meta() - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
The meta-bean for PriceIndexObservation.
- meta() - Static method in class com.opengamma.strata.basics.market.FxRateId
-
The meta-bean for FxRateId.
- meta() - Static method in class com.opengamma.strata.basics.market.FxRateKey
-
The meta-bean for FxRateKey.
- meta() - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
The meta-bean for ImmutableMarketData.
- meta() - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData
-
The meta-bean for ImmutableReferenceData.
- meta() - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
The meta-bean for ScenarioMarketDataBox.
- meta() - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
The meta-bean for ScenarioValuesList.
- meta() - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
The meta-bean for SingleMarketDataBox.
- meta() - Static method in class com.opengamma.strata.basics.market.StandardId
-
The meta-bean for StandardId.
- meta() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
The meta-bean for PeriodicSchedule.
- meta() - Static method in class com.opengamma.strata.basics.schedule.Schedule
-
The meta-bean for Schedule.
- meta() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
The meta-bean for SchedulePeriod.
- meta() - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
-
The meta-bean for HalfUpRounding.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
The meta-bean for ValueAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
-
The meta-bean for ValueDerivatives.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
The meta-bean for ValueSchedule.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueStep
-
The meta-bean for ValueStep.
- meta() - Static method in class com.opengamma.strata.calc.CalculationRules
-
The meta-bean for CalculationRules.
- meta() - Static method in class com.opengamma.strata.calc.Column
-
The meta-bean for Column.
- meta() - Static method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
-
The meta-bean for AllTargetsMarketDataRules.
- meta() - Static method in class com.opengamma.strata.calc.config.FunctionConfig
-
The meta-bean for FunctionConfig.
- meta() - Static method in class com.opengamma.strata.calc.config.ImmutableMeasure
-
The meta-bean for ImmutableMeasure.
- meta() - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
The meta-bean for DefaultFunctionGroup.
- meta() - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
The meta-bean for DefaultPricingRules.
- meta() - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
The meta-bean for PricingRule.
- meta() - Static method in class com.opengamma.strata.calc.config.ReportingCurrency
-
The meta-bean for ReportingCurrency.
- meta() - Static method in class com.opengamma.strata.calc.config.TypedMarketDataRules
-
The meta-bean for TypedMarketDataRules.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
The meta-bean for MarketDataConfig.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
The meta-bean for FunctionRequirements.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
The meta-bean for DefaultMarketDataMappings.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
The meta-bean for MarketDataRequirements.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
The meta-bean for MarketEnvironment.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
The meta-bean for MarketEnvironmentResult.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
The meta-bean for PerturbationMapping.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
The meta-bean for ScenarioDefinition.
- meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResult
-
The meta-bean for CalculationResult.
- meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResults
-
The meta-bean for CalculationResults.
- meta() - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
The meta-bean for CurrencyValuesArray.
- meta() - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
The meta-bean for DefaultScenarioResult.
- meta() - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
The meta-bean for MultiCurrencyValuesArray.
- meta() - Static method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
-
The meta-bean for SingleScenarioResult.
- meta() - Static method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
-
The meta-bean for ValuesArray.
- meta() - Static method in class com.opengamma.strata.calc.runner.MissingMappingId
-
The meta-bean for MissingMappingId.
- meta() - Static method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
The meta-bean for NoMatchingRuleId.
- meta() - Static method in class com.opengamma.strata.calc.runner.Results
-
The meta-bean for Results.
- meta() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
The meta-bean for DoubleMatrix.
- meta() - Static method in class com.opengamma.strata.collect.range.LocalDateRange
-
The meta-bean for LocalDateRange.
- meta() - Static method in class com.opengamma.strata.collect.result.Failure
-
The meta-bean for Failure.
- meta() - Static method in class com.opengamma.strata.collect.result.FailureItem
-
The meta-bean for FailureItem.
- meta() - Static method in class com.opengamma.strata.collect.result.Result
-
The meta-bean for Result.
- meta() - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
The meta-bean for DoublesPair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
The meta-bean for IntDoublePair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
The meta-bean for LongDoublePair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
The meta-bean for ObjDoublePair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
The meta-bean for ObjIntPair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.Pair
-
The meta-bean for Pair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.Triple
-
The meta-bean for Triple.
- meta() - Static method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
The meta-bean for CurveParallelShifts.
- meta() - Static method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
The meta-bean for CurvePointShifts.
- meta() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
The meta-bean for RootFinderConfig.
- meta() - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
The meta-bean for FxRateConfig.
- meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
The meta-bean for DiscountCurveMapping.
- meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
-
The meta-bean for IborIndexCurveMapping.
- meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
-
The meta-bean for OvernightIndexCurveMapping.
- meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
-
The meta-bean for PriceIndexCurveMapping.
- meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
-
The meta-bean for SwaptionVolatilitiesMapping.
- meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
The meta-bean for AnyCurveFilter.
- meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
The meta-bean for AnyDiscountCurveFilter.
- meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
The meta-bean for AnyIndexForwardCurveFilter.
- meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
The meta-bean for CurveNameFilter.
- meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
-
The meta-bean for IndexCurveFilter.
- meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
The meta-bean for RateCurveCurrencyFilter.
- meta() - Static method in class com.opengamma.strata.market.amount.CashFlow
-
The meta-bean for CashFlow.
- meta() - Static method in class com.opengamma.strata.market.amount.CashFlows
-
The meta-bean for CashFlows.
- meta() - Static method in class com.opengamma.strata.market.amount.LegAmounts
-
The meta-bean for LegAmounts.
- meta() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
-
The meta-bean for SwapLegAmount.
- Meta() - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
Restricted constructor.
- meta() - Static method in class com.opengamma.strata.market.curve.AddFixedCurve
-
The meta-bean for AddFixedCurve.
- meta() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
The meta-bean for ConstantNodalCurve.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
The meta-bean for CurveCurrencyParameterSensitivities.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
The meta-bean for CurveCurrencyParameterSensitivity.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveGroup
-
The meta-bean for CurveGroup.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
The meta-bean for CurveGroupDefinition.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
The meta-bean for CurveGroupEntry.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveInputs
-
The meta-bean for CurveInputs.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveParameterSize
-
The meta-bean for CurveParameterSize.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
The meta-bean for CurveUnitParameterSensitivities.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
The meta-bean for CurveUnitParameterSensitivity.
- meta() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
The meta-bean for DefaultCurveMetadata.
- meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
The meta-bean for InterpolatedNodalCurve.
- meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
The meta-bean for InterpolatedNodalCurveDefinition.
- meta() - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
The meta-bean for IsdaCreditCurveInputs.
- meta() - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
The meta-bean for IsdaYieldCurveInputs.
- meta() - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
The meta-bean for JacobianCalibrationMatrix.
- meta() - Static method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
The meta-bean for SimpleCurveNodeMetadata.
- meta() - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
The meta-bean for TenorCurveNodeMetadata.
- meta() - Static method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata
-
The meta-bean for TenorDateCurveNodeMetadata.
- meta() - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
The meta-bean for YearMonthCurveNodeMetadata.
- meta() - Static method in class com.opengamma.strata.market.curve.node.CurveNodeDate
-
The meta-bean for CurveNodeDate.
- meta() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
The meta-bean for FixedIborSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
The meta-bean for FixedOvernightSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
The meta-bean for FraCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
The meta-bean for FxSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
The meta-bean for IborFixingDepositCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
The meta-bean for IborFutureCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
The meta-bean for IborIborSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
The meta-bean for TermDepositCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
The meta-bean for ThreeLegBasisSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
The meta-bean for XCcyIborIborSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
-
The meta-bean for CurveParallelShift.
- meta() - Static method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
-
The meta-bean for CurvePointShift.
- meta() - Static method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
The meta-bean for IndexedCurvePointShift.
- meta() - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
The meta-bean for ParallelShiftedCurve.
- meta() - Static method in class com.opengamma.strata.market.explain.ExplainMap
-
The meta-bean for ExplainMap.
- meta() - Static method in class com.opengamma.strata.market.id.CurveGroupId
-
The meta-bean for CurveGroupId.
- meta() - Static method in class com.opengamma.strata.market.id.CurveInputsId
-
The meta-bean for CurveInputsId.
- meta() - Static method in class com.opengamma.strata.market.id.DiscountCurveId
-
The meta-bean for DiscountCurveId.
- meta() - Static method in class com.opengamma.strata.market.id.IborIndexCurveId
-
The meta-bean for IborIndexCurveId.
- meta() - Static method in class com.opengamma.strata.market.id.IndexRateId
-
The meta-bean for IndexRateId.
- meta() - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
The meta-bean for IsdaIndexCreditCurveInputsId.
- meta() - Static method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
The meta-bean for IsdaIndexRecoveryRateId.
- meta() - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
The meta-bean for IsdaSingleNameCreditCurveInputsId.
- meta() - Static method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
The meta-bean for IsdaSingleNameRecoveryRateId.
- meta() - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
The meta-bean for IsdaYieldCurveInputsId.
- meta() - Static method in class com.opengamma.strata.market.id.OvernightIndexCurveId
-
The meta-bean for OvernightIndexCurveId.
- meta() - Static method in class com.opengamma.strata.market.id.PriceIndexCurveId
-
The meta-bean for PriceIndexCurveId.
- meta() - Static method in class com.opengamma.strata.market.id.QuoteId
-
The meta-bean for QuoteId.
- meta() - Static method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
-
The meta-bean for SwaptionVolatilitiesId.
- meta() - Static method in class com.opengamma.strata.market.key.CurveGroupKey
-
The meta-bean for CurveGroupKey.
- meta() - Static method in class com.opengamma.strata.market.key.CurveInputsKey
-
The meta-bean for CurveInputsKey.
- meta() - Static method in class com.opengamma.strata.market.key.DiscountCurveKey
-
The meta-bean for DiscountCurveKey.
- meta() - Static method in class com.opengamma.strata.market.key.IborIndexCurveKey
-
The meta-bean for IborIndexCurveKey.
- meta() - Static method in class com.opengamma.strata.market.key.IndexRateKey
-
The meta-bean for IndexRateKey.
- meta() - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
The meta-bean for IsdaIndexCreditCurveInputsKey.
- meta() - Static method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
The meta-bean for IsdaIndexRecoveryRateKey.
- meta() - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
The meta-bean for IsdaSingleNameCreditCurveInputsKey.
- meta() - Static method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
The meta-bean for IsdaSingleNameRecoveryRateKey.
- meta() - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
The meta-bean for IsdaYieldCurveInputsKey.
- meta() - Static method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
-
The meta-bean for OvernightIndexCurveKey.
- meta() - Static method in class com.opengamma.strata.market.key.PriceIndexCurveKey
-
The meta-bean for PriceIndexCurveKey.
- meta() - Static method in class com.opengamma.strata.market.key.QuoteKey
-
The meta-bean for QuoteKey.
- meta() - Static method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
-
The meta-bean for QuotesArrayKey.
- meta() - Static method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
-
The meta-bean for SwaptionVolatilitiesKey.
- meta() - Static method in class com.opengamma.strata.market.option.DeltaStrike
-
The meta-bean for DeltaStrike.
- meta() - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
The meta-bean for LogMoneynessStrike.
- meta() - Static method in class com.opengamma.strata.market.option.MoneynessStrike
-
The meta-bean for MoneynessStrike.
- meta() - Static method in class com.opengamma.strata.market.option.SimpleStrike
-
The meta-bean for SimpleStrike.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
The meta-bean for BondFutureOptionSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
The meta-bean for FxForwardSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
The meta-bean for FxIndexSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
The meta-bean for FxOptionSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
The meta-bean for IborCapletFloorletSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
The meta-bean for IborFutureOptionSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
The meta-bean for IborRateSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
The meta-bean for InflationRateSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
The meta-bean for IssuerCurveZeroRateSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
The meta-bean for OvernightRateSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
The meta-bean for PointSensitivities.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
The meta-bean for RepoCurveZeroRateSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
-
The meta-bean for SwaptionSabrSensitivities.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
The meta-bean for SwaptionSabrSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
The meta-bean for SwaptionSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
The meta-bean for ZeroRateSensitivity.
- meta() - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
The meta-bean for ConstantNodalSurface.
- meta() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
The meta-bean for DefaultSurfaceMetadata.
- meta() - Static method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
-
The meta-bean for EmptySurfaceParameterMetadata.
- meta() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
The meta-bean for InterpolatedNodalSurface.
- meta() - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
The meta-bean for FxVolatilitySurfaceYearFractionNodeMetadata.
- meta() - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
The meta-bean for GenericVolatilitySurfaceYearFractionMetadata.
- meta() - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
The meta-bean for SwaptionSurfaceExpiryTenorNodeMetadata.
- meta() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
The meta-bean for SurfaceCurrencyParameterSensitivities.
- meta() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
The meta-bean for SurfaceCurrencyParameterSensitivity.
- meta() - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
-
The meta-bean for SurfaceUnitParameterSensitivities.
- meta() - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
-
The meta-bean for SurfaceUnitParameterSensitivity.
- meta() - Static method in class com.opengamma.strata.market.value.CdsRecoveryRate
-
The meta-bean for CdsRecoveryRate.
- meta() - Static method in class com.opengamma.strata.market.value.scenario.QuotesArray
-
The meta-bean for QuotesArray.
- meta() - Static method in class com.opengamma.strata.market.view.DiscountFxForwardRates
-
The meta-bean for DiscountFxForwardRates.
- meta() - Static method in class com.opengamma.strata.market.view.DiscountFxIndexRates
-
The meta-bean for DiscountFxIndexRates.
- meta() - Static method in class com.opengamma.strata.market.view.DiscountIborIndexRates
-
The meta-bean for DiscountIborIndexRates.
- meta() - Static method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
The meta-bean for DiscountOvernightIndexRates.
- meta() - Static method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
-
The meta-bean for ForwardPriceIndexValues.
- meta() - Static method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
-
The meta-bean for IssuerCurveDiscountFactors.
- meta() - Static method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
-
The meta-bean for RepoCurveDiscountFactors.
- meta() - Static method in class com.opengamma.strata.market.view.SimpleDiscountFactors
-
The meta-bean for SimpleDiscountFactors.
- meta() - Static method in class com.opengamma.strata.market.view.SimpleIborIndexRates
-
The meta-bean for SimpleIborIndexRates.
- meta() - Static method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
-
The meta-bean for ZeroRateDiscountFactors.
- meta() - Static method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
-
The meta-bean for ZeroRatePeriodicDiscountFactors.
- meta() - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
The meta-bean for BlackVolatilityExpLogMoneynessBondFutureProvider.
- meta() - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
The meta-bean for BlackIborCapletFloorletExpiryStrikeVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
The meta-bean for NormalIborCapletFloorletExpiryStrikeVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
The meta-bean for BlackVolatilityFlatFxProvider.
- meta() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
The meta-bean for BlackVolatilitySurfaceFxProvider.
- meta() - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
The meta-bean for InterpolatedSmileDeltaTermStructureStrikeInterpolation.
- meta() - Static method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
-
The meta-bean for SmileAndBucketedSensitivities.
- meta() - Static method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
-
The meta-bean for SmileDeltaParameters.
- meta() - Static method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
-
The meta-bean for VolatilityAndBucketedSensitivities.
- meta() - Static method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.
- meta() - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
The meta-bean for NormalVolatilityExpSimpleMoneynessIborFutureProvider.
- meta() - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
The meta-bean for ImmutableRatesProvider.
- meta() - Static method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
The meta-bean for LegalEntityDiscountingProvider.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
The meta-bean for BlackSwaptionExpiryTenorVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
The meta-bean for NormalSwaptionExpiryTenorVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
The meta-bean for SabrParametersSwaptionVolatilities.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFuture
-
The meta-bean for BondFuture.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOption
-
The meta-bean for BondFutureOption.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
The meta-bean for BondFutureOptionSecurity.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
The meta-bean for BondFutureOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
The meta-bean for BondFutureSecurity.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade
-
The meta-bean for BondFutureTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
The meta-bean for CapitalIndexedBond.
- meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
The meta-bean for CapitalIndexedBondPaymentPeriod.
- meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
The meta-bean for CapitalIndexedBondSecurity.
- meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
The meta-bean for CapitalIndexedBondTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond
-
The meta-bean for FixedCouponBond.
- meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
The meta-bean for FixedCouponBondPaymentPeriod.
- meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
The meta-bean for FixedCouponBondSecurity.
- meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
The meta-bean for FixedCouponBondTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
The meta-bean for ResolvedBondFuture.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
The meta-bean for ResolvedBondFutureOption.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
The meta-bean for ResolvedBondFutureOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
The meta-bean for ResolvedBondFutureTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
The meta-bean for ResolvedCapitalIndexedBond.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
The meta-bean for ResolvedCapitalIndexedBondTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
The meta-bean for ResolvedFixedCouponBond.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
The meta-bean for ResolvedFixedCouponBondTrade.
- meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
The meta-bean for IborCapFloor.
- meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
The meta-bean for IborCapFloorLeg.
- meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
The meta-bean for IborCapFloorTrade.
- meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
The meta-bean for IborCapletFloorletPeriod.
- meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
The meta-bean for ResolvedIborCapFloor.
- meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
The meta-bean for ResolvedIborCapFloorLeg.
- meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
The meta-bean for ResolvedIborCapFloorTrade.
- meta() - Static method in class com.opengamma.strata.product.cms.Cms
-
The meta-bean for Cms.
- meta() - Static method in class com.opengamma.strata.product.cms.CmsLeg
-
The meta-bean for CmsLeg.
- meta() - Static method in class com.opengamma.strata.product.cms.CmsPeriod
-
The meta-bean for CmsPeriod.
- meta() - Static method in class com.opengamma.strata.product.cms.CmsTrade
-
The meta-bean for CmsTrade.
- meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCms
-
The meta-bean for ResolvedCms.
- meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
The meta-bean for ResolvedCmsLeg.
- meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
The meta-bean for ResolvedCmsTrade.
- meta() - Static method in class com.opengamma.strata.product.credit.Cds
-
The meta-bean for Cds.
- meta() - Static method in class com.opengamma.strata.product.credit.CdsTrade
-
The meta-bean for CdsTrade.
- meta() - Static method in class com.opengamma.strata.product.credit.FeeLeg
-
The meta-bean for FeeLeg.
- meta() - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
The meta-bean for IndexReferenceInformation.
- meta() - Static method in class com.opengamma.strata.product.credit.PeriodicPayments
-
The meta-bean for PeriodicPayments.
- meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCds
-
The meta-bean for ResolvedCds.
- meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
The meta-bean for ResolvedCdsTrade.
- meta() - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
The meta-bean for SingleNameReferenceInformation.
- meta() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
The meta-bean for ImmutableCdsConvention.
- meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
The meta-bean for IborFixingDeposit.
- meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
The meta-bean for IborFixingDepositTrade.
- meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
The meta-bean for ResolvedIborFixingDeposit.
- meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
The meta-bean for ResolvedIborFixingDepositTrade.
- meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
The meta-bean for ResolvedTermDeposit.
- meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
The meta-bean for ResolvedTermDepositTrade.
- meta() - Static method in class com.opengamma.strata.product.deposit.TermDeposit
-
The meta-bean for TermDeposit.
- meta() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
The meta-bean for TermDepositTrade.
- meta() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
The meta-bean for IborFixingDepositTemplate.
- meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
The meta-bean for ImmutableIborFixingDepositConvention.
- meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
The meta-bean for ImmutableTermDepositConvention.
- meta() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
The meta-bean for TermDepositTemplate.
- meta() - Static method in class com.opengamma.strata.product.equity.Equity
-
The meta-bean for Equity.
- meta() - Static method in class com.opengamma.strata.product.equity.EquitySecurity
-
The meta-bean for EquitySecurity.
- meta() - Static method in class com.opengamma.strata.product.equity.EquityTrade
-
The meta-bean for EquityTrade.
- meta() - Static method in class com.opengamma.strata.product.fra.Fra
-
The meta-bean for Fra.
- meta() - Static method in class com.opengamma.strata.product.fra.FraTrade
-
The meta-bean for FraTrade.
- meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFra
-
The meta-bean for ResolvedFra.
- meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
The meta-bean for ResolvedFraTrade.
- meta() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
-
The meta-bean for FraTemplate.
- meta() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
The meta-bean for ImmutableFraConvention.
- meta() - Static method in class com.opengamma.strata.product.fx.FxNdf
-
The meta-bean for FxNdf.
- meta() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
-
The meta-bean for FxNdfTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.FxSingle
-
The meta-bean for FxSingle.
- meta() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
-
The meta-bean for FxSingleTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.FxSwap
-
The meta-bean for FxSwap.
- meta() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
-
The meta-bean for FxSwapTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.FxVanillaOption
-
The meta-bean for FxVanillaOption.
- meta() - Static method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
The meta-bean for FxVanillaOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
The meta-bean for ResolvedFxNdf.
- meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
The meta-bean for ResolvedFxNdfTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
The meta-bean for ResolvedFxSingle.
- meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
The meta-bean for ResolvedFxSingleTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
The meta-bean for ResolvedFxSwap.
- meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
The meta-bean for ResolvedFxSwapTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
-
The meta-bean for ResolvedFxVanillaOption.
- meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
-
The meta-bean for ResolvedFxVanillaOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
The meta-bean for FxSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
The meta-bean for ImmutableFxSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.GenericSecurity
-
The meta-bean for GenericSecurity.
- meta() - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
The meta-bean for GenericSecurityPosition.
- meta() - Static method in class com.opengamma.strata.product.GenericSecurityTrade
-
The meta-bean for GenericSecurityTrade.
- meta() - Static method in class com.opengamma.strata.product.index.IborFuture
-
The meta-bean for IborFuture.
- meta() - Static method in class com.opengamma.strata.product.index.IborFutureOption
-
The meta-bean for IborFutureOption.
- meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
The meta-bean for IborFutureOptionSecurity.
- meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
The meta-bean for IborFutureOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity
-
The meta-bean for IborFutureSecurity.
- meta() - Static method in class com.opengamma.strata.product.index.IborFutureTrade
-
The meta-bean for IborFutureTrade.
- meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
The meta-bean for ResolvedIborFuture.
- meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
The meta-bean for ResolvedIborFutureOption.
- meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
The meta-bean for ResolvedIborFutureOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
The meta-bean for ResolvedIborFutureTrade.
- meta() - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
The meta-bean for IborFutureTemplate.
- meta() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
The meta-bean for ImmutableIborFutureConvention.
- meta() - Static method in class com.opengamma.strata.product.payment.BulletPayment
-
The meta-bean for BulletPayment.
- meta() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
The meta-bean for BulletPaymentTrade.
- meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
The meta-bean for ResolvedBulletPayment.
- meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
The meta-bean for ResolvedBulletPaymentTrade.
- meta() - Static method in class com.opengamma.strata.product.PositionInfo
-
The meta-bean for PositionInfo.
- meta() - Static method in class com.opengamma.strata.product.rate.FixedRateObservation
-
The meta-bean for FixedRateObservation.
- meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
The meta-bean for IborAveragedFixing.
- meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
The meta-bean for IborAveragedRateObservation.
- meta() - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
The meta-bean for IborInterpolatedRateObservation.
- meta() - Static method in class com.opengamma.strata.product.rate.IborRateObservation
-
The meta-bean for IborRateObservation.
- meta() - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
-
The meta-bean for InflationEndInterpolatedRateObservation.
- meta() - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
-
The meta-bean for InflationEndMonthRateObservation.
- meta() - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
The meta-bean for InflationInterpolatedRateObservation.
- meta() - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
The meta-bean for InflationMonthlyRateObservation.
- meta() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
The meta-bean for OvernightAveragedRateObservation.
- meta() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
The meta-bean for OvernightCompoundedRateObservation.
- meta() - Static method in class com.opengamma.strata.product.SecurityInfo
-
The meta-bean for SecurityInfo.
- meta() - Static method in class com.opengamma.strata.product.SecurityPosition
-
The meta-bean for SecurityPosition.
- meta() - Static method in class com.opengamma.strata.product.SecurityPriceInfo
-
The meta-bean for SecurityPriceInfo.
- meta() - Static method in class com.opengamma.strata.product.SecurityTrade
-
The meta-bean for SecurityTrade.
- meta() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
The meta-bean for DeliverableSwapFuture.
- meta() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
-
The meta-bean for DeliverableSwapFutureSecurity.
- meta() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
The meta-bean for DeliverableSwapFutureTrade.
- meta() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
The meta-bean for FixedRateCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.FxReset
-
The meta-bean for FxReset.
- meta() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation
-
The meta-bean for FxResetCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
The meta-bean for FxResetNotionalExchange.
- meta() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
-
The meta-bean for IborRateCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
The meta-bean for ImmutableSwapIndex.
- meta() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
The meta-bean for InflationRateCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
The meta-bean for KnownAmountPaymentPeriod.
- meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
The meta-bean for KnownAmountSwapLeg.
- meta() - Static method in class com.opengamma.strata.product.swap.NotionalExchange
-
The meta-bean for NotionalExchange.
- meta() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
The meta-bean for NotionalSchedule.
- meta() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
The meta-bean for OvernightRateCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule
-
The meta-bean for PaymentSchedule.
- meta() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
The meta-bean for RateAccrualPeriod.
- meta() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
The meta-bean for RateCalculationSwapLeg.
- meta() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
The meta-bean for RatePaymentPeriod.
- meta() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
The meta-bean for RatePeriodSwapLeg.
- meta() - Static method in class com.opengamma.strata.product.swap.ResetSchedule
-
The meta-bean for ResetSchedule.
- meta() - Static method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
-
The meta-bean for ResolvedDeliverableSwapFuture.
- meta() - Static method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
-
The meta-bean for ResolvedDeliverableSwapFutureTrade.
- meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
-
The meta-bean for ResolvedSwap.
- meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
The meta-bean for ResolvedSwapLeg.
- meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
The meta-bean for ResolvedSwapTrade.
- meta() - Static method in class com.opengamma.strata.product.swap.StubCalculation
-
The meta-bean for StubCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.Swap
-
The meta-bean for Swap.
- meta() - Static method in class com.opengamma.strata.product.swap.SwapTrade
-
The meta-bean for SwapTrade.
- meta() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
The meta-bean for FixedIborSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
The meta-bean for FixedInflationSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
The meta-bean for FixedOvernightSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
The meta-bean for FixedRateSwapLegConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
The meta-bean for IborIborSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
The meta-bean for IborRateSwapLegConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
The meta-bean for ImmutableFixedIborSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
The meta-bean for ImmutableFixedInflationSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
The meta-bean for ImmutableFixedOvernightSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
The meta-bean for ImmutableIborIborSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
The meta-bean for ImmutableThreeLegBasisSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
The meta-bean for ImmutableXCcyIborIborSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
The meta-bean for InflationRateSwapLegConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
The meta-bean for OvernightRateSwapLegConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
The meta-bean for ThreeLegBasisSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
The meta-bean for XCcyIborIborSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swaption.CashSettlement
-
The meta-bean for CashSettlement.
- meta() - Static method in class com.opengamma.strata.product.swaption.PhysicalSettlement
-
The meta-bean for PhysicalSettlement.
- meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
The meta-bean for ResolvedSwaption.
- meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
The meta-bean for ResolvedSwaptionTrade.
- meta() - Static method in class com.opengamma.strata.product.swaption.Swaption
-
The meta-bean for Swaption.
- meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
The meta-bean for SwaptionTrade.
- meta() - Static method in class com.opengamma.strata.product.TradeInfo
-
The meta-bean for TradeInfo.
- meta() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
The meta-bean for CashFlowReport.
- meta() - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
-
The meta-bean for FormatSettings.
- meta() - Static method in class com.opengamma.strata.report.ReportCalculationResults
-
The meta-bean for ReportCalculationResults.
- meta() - Static method in class com.opengamma.strata.report.ReportRequirements
-
The meta-bean for ReportRequirements.
- meta() - Static method in class com.opengamma.strata.report.trade.TradeReport
-
The meta-bean for TradeReport.
- meta() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn
-
The meta-bean for TradeReportColumn.
- Meta() - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
Restricted constructor.
- meta() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
The meta-bean for TradeReportTemplate.
- metaBean() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.FxRate
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.Payment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
- metaBean() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- metaBean() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
- metaBean() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
- metaBean() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
- metaBean() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
- metaBean() - Method in class com.opengamma.strata.basics.market.FxRateId
-
- metaBean() - Method in class com.opengamma.strata.basics.market.FxRateKey
-
- metaBean() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- metaBean() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
-
- metaBean() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
- metaBean() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
- metaBean() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
- metaBean() - Method in class com.opengamma.strata.basics.market.StandardId
-
- metaBean() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
- metaBean() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
- metaBean() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
- metaBean() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueStep
-
- metaBean() - Method in class com.opengamma.strata.calc.CalculationRules
-
- metaBean() - Method in class com.opengamma.strata.calc.Column
-
- metaBean() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
-
- metaBean() - Method in class com.opengamma.strata.calc.config.FunctionConfig
-
- metaBean() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
-
- metaBean() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
- metaBean() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
- metaBean() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
- metaBean() - Method in class com.opengamma.strata.calc.config.ReportingCurrency
-
- metaBean() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResults
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.Results
-
- metaBean() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
- metaBean() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
- metaBean() - Method in class com.opengamma.strata.collect.io.XmlElement
-
- metaBean() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
- metaBean() - Method in class com.opengamma.strata.collect.result.Failure
-
- metaBean() - Method in class com.opengamma.strata.collect.result.FailureItem
-
- metaBean() - Method in class com.opengamma.strata.collect.result.Result
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.Pair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.Triple
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
- metaBean() - Method in class com.opengamma.strata.market.amount.CashFlow
-
- metaBean() - Method in class com.opengamma.strata.market.amount.CashFlows
-
- metaBean() - Method in class com.opengamma.strata.market.amount.LegAmounts
-
- metaBean() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
- metaBean() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
- metaBean() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- metaBean() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
- metaBean() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
- metaBean() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
- metaBean() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
-
- metaBean() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
-
- metaBean() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
- metaBean() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- metaBean() - Method in class com.opengamma.strata.market.explain.ExplainMap
-
- metaBean() - Method in class com.opengamma.strata.market.id.CurveGroupId
-
- metaBean() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
- metaBean() - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
- metaBean() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
-
- metaBean() - Method in class com.opengamma.strata.market.id.IndexRateId
-
- metaBean() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
- metaBean() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
- metaBean() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
- metaBean() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
- metaBean() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
- metaBean() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
-
- metaBean() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
-
- metaBean() - Method in class com.opengamma.strata.market.id.QuoteId
-
- metaBean() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
-
- metaBean() - Method in class com.opengamma.strata.market.key.CurveGroupKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.IndexRateKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.QuoteKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
-
- metaBean() - Method in class com.opengamma.strata.market.option.DeltaStrike
-
- metaBean() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
- metaBean() - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
- metaBean() - Method in class com.opengamma.strata.market.option.SimpleStrike
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- metaBean() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- metaBean() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
- metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
-
- metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
-
- metaBean() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
-
- metaBean() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
-
- metaBean() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
-
- metaBean() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
-
- metaBean() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
- metaBean() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
-
- metaBean() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
-
- metaBean() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
-
- metaBean() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
-
- metaBean() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
-
- metaBean() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
-
- metaBean() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
-
- metaBean() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
- metaBean() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
-
- metaBean() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
-
- metaBean() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
-
- metaBean() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFuture
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
- metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
- metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
- metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
- metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
- metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
- metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
- metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
- metaBean() - Method in class com.opengamma.strata.product.cms.Cms
-
- metaBean() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
- metaBean() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
- metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCms
-
- metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
- metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
- metaBean() - Method in class com.opengamma.strata.product.credit.Cds
-
- metaBean() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
- metaBean() - Method in class com.opengamma.strata.product.credit.FeeLeg
-
- metaBean() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
- metaBean() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
- metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
- metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
- metaBean() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
- metaBean() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.equity.Equity
-
- metaBean() - Method in class com.opengamma.strata.product.equity.EquitySecurity
-
- metaBean() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fra.Fra
-
- metaBean() - Method in class com.opengamma.strata.product.fra.FraTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
- metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxNdf
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSingle
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSwap
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.GenericSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
- metaBean() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFuture
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
- metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
- metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
- metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
- metaBean() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- metaBean() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
- metaBean() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
- metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
- metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
- metaBean() - Method in class com.opengamma.strata.product.PositionInfo
-
- metaBean() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
- metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.SecurityInfo
-
- metaBean() - Method in class com.opengamma.strata.product.SecurityPosition
-
- metaBean() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
- metaBean() - Method in class com.opengamma.strata.product.SecurityTrade
-
- metaBean() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
- metaBean() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
- metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.FxReset
-
- metaBean() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
- metaBean() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
- metaBean() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- metaBean() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
- metaBean() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
- metaBean() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
- metaBean() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- metaBean() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- metaBean() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
- metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
-
- metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
-
- metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
- metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
- metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
- metaBean() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.Swap
-
- metaBean() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.Swaption
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.TradeInfo
-
- metaBean() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
- metaBean() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
- metaBean() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
- metaBean() - Method in class com.opengamma.strata.report.ReportRequirements
-
- metaBean() - Method in class com.opengamma.strata.report.trade.TradeReport
-
- metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
- metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
- metadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
The meta-property for the metadata property.
- metadata() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
-
The meta-property for the metadata property.
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Creates the curve metadata for each definition.
- metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Returns metadata for the node.
- metadata() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
-
The meta-property for the metadata property.
- metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
Sets the curve metadata.
- metadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
The meta-property for the metadata property.
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Creates the curve metadata.
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- metadata() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
-
The meta-property for the metadata property.
- metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
Sets the surface metadata.
- metadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
The meta-property for the metadata property.
- metadata() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
-
The meta-property for the metadata property.
- metadata() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta
-
The meta-property for the metadata property.
- metaDefaultFunctionGroup(Class<R>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
The meta-bean for DefaultFunctionGroup.
- metaDefaultScenarioResult(Class<R>) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
The meta-bean for DefaultScenarioResult.
- metaFormatSettings(Class<R>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
-
The meta-bean for FormatSettings.
- metaFunctionConfig(Class<R>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig
-
The meta-bean for FunctionConfig.
- metaObjDoublePair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
The meta-bean for ObjDoublePair.
- metaObjIntPair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
The meta-bean for ObjIntPair.
- metaPair(Class<R>, Class<S>) - Static method in class com.opengamma.strata.collect.tuple.Pair
-
The meta-bean for Pair.
- metaPerturbationMapping(Class<R>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
The meta-bean for PerturbationMapping.
- metaPricingRule(Class<R>) - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
The meta-bean for PricingRule.
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.StandardId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Column.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.CalculationResults.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.Results.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Result.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.Cms.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.equity.Equity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.PositionInfo.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.market.StandardId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.Column.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.CalculationResults.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.Results.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Result.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.Cms.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.equity.Equity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.PositionInfo.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
- metaResult(Class<R>) - Static method in class com.opengamma.strata.collect.result.Result
-
The meta-bean for Result.
- metaScenarioMarketDataBox(Class<R>) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
The meta-bean for ScenarioMarketDataBox.
- metaScenarioValuesList(Class<R>) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
The meta-bean for ScenarioValuesList.
- metaSingleMarketDataBox(Class<R>) - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
The meta-bean for SingleMarketDataBox.
- metaSingleScenarioResult(Class<R>) - Static method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
-
The meta-bean for SingleScenarioResult.
- metaTriple(Class<R>, Class<S>, Class<T>) - Static method in class com.opengamma.strata.collect.tuple.Triple
-
The meta-bean for Triple.
- min() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the minimum value held in the array.
- min(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- minimumPeriod(Period) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
-
Sets the minimum period between the value date and the first future.
- minimumPeriod() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
-
The meta-property for the minimumPeriod property.
- minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount subtracted.
- minus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount subtracted.
- minus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
- minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
- minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
- minus(MultiCurrencyValuesArray) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
Returns a new array containing the values from this array with the values from the other array subtracted.
- minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
Returns a new array containing the values from this array with the values from the amount subtracted.
- minus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with the specified amount subtracted from each value.
- minus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is equal to the difference between the
matching values in this array and the other array.
- minus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance where each element is equal to the difference between the
matching values in this matrix and the other matrix.
- missing() - Static method in class com.opengamma.strata.calc.config.FunctionConfig
-
Returns configuration for a function that is used when no function is configured to calculate a value.
- MissingConfigCalculationFunction - Class in com.opengamma.strata.calc.config
-
Function used when there is no function registered that can calculate a requested value.
- MissingConfigCalculationFunction() - Constructor for class com.opengamma.strata.calc.config.MissingConfigCalculationFunction
-
- MissingDataAwareFeedIdMapping - Class in com.opengamma.strata.calc.marketdata.mapping
-
ID mapping that returns the input ID if it has the feed
MarketDataFeed.NO_RULE
else it delegates to another instance to perform the mapping.
- MissingDataAwareFeedIdMapping(FeedIdMapping) - Constructor for class com.opengamma.strata.calc.marketdata.mapping.MissingDataAwareFeedIdMapping
-
- MissingDataAwareObservableFunction - Class in com.opengamma.strata.calc.marketdata.function
-
Observable market data function that handles data that can't be built because there was
no market data rule for the calculation.
- MissingDataAwareObservableFunction(ObservableMarketDataFunction) - Constructor for class com.opengamma.strata.calc.marketdata.function.MissingDataAwareObservableFunction
-
- MissingDataAwareTimeSeriesProvider - Class in com.opengamma.strata.calc.marketdata.function
-
Time series provider that handles data that can't be looked up because there was no
market data rule for the calculation.
- MissingDataAwareTimeSeriesProvider(TimeSeriesProvider) - Constructor for class com.opengamma.strata.calc.marketdata.function.MissingDataAwareTimeSeriesProvider
-
- MissingMapping - Class in com.opengamma.strata.calc.marketdata.mapping
-
Market data mapping implementation used when there is no mapping for a key.
- MissingMappingId - Class in com.opengamma.strata.calc.runner
-
Market data ID that wraps a key for which there is no market data mapping.
- MissingMappingId.Meta - Class in com.opengamma.strata.calc.runner
-
The meta-bean for MissingMappingId.
- MissingMappingMarketDataFunction - Class in com.opengamma.strata.calc.marketdata.function
-
Market data function that creates failures with helpful error messages when there is no
mapping for an item of market data requested by a calculation.
- MODIFIED_FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'ModifiedFollowing' convention which adjusts to the next business day without crossing month end.
- MODIFIED_FOLLOWING_BI_MONTHLY - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'ModifiedFollowingBiMonthly' convention which adjusts to the next business day without
crossing mid-month or month end.
- MODIFIED_PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'ModifiedPreceding' convention which adjusts to the previous business day without crossing month start.
- modifiedDurationFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the modified duration from the conventional real yield using finite difference approximation.
- modifiedDurationFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Computes the modified duration from the standard yield.
- modifiedDurationFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the modified duration of the fixed coupon bond product from yield.
- modifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
The meta-property for the modifyingValue property.
- MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType
-
The type of a strike based on moneyness, defined as strike/forward.
- MoneynessStrike - Class in com.opengamma.strata.market.option
-
A strike based on moneyness.
- MoneynessStrike.Meta - Class in com.opengamma.strata.market.option
-
The meta-bean for MoneynessStrike.
- MONTHLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences
-
The 'Monthly-IMM' date sequence.
- MONTHS - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is the number of months relative to a base month - 'Months'.
- MultiCurrencyAmount - Class in com.opengamma.strata.basics.currency
-
A map of currency amounts keyed by currency.
- MultiCurrencyAmount.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for MultiCurrencyAmount.
- MultiCurrencyValuesArray - Class in com.opengamma.strata.calc.runner.function.result
-
A currency-convertible scenario result for multi-currency amounts, holding one amount for each scenario.
- MultiCurrencyValuesArray.Meta - Class in com.opengamma.strata.calc.runner.function.result
-
The meta-bean for MultiCurrencyValuesArray.
- multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the amount multiplied.
- multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with all the amounts multiplied by the factor.
- multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with each value multiplied by the specified factor.
- multipliedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is equal to the product of the
matching values in this array and the other array.
- multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance with each value multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Multiplies the sensitivities in this instance by the specified factor.
- multipliedBy(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Multiplies the sensitivities in this builder by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Multiplies the sensitivity values in this instance by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
-
Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- MutablePointSensitivities - Class in com.opengamma.strata.market.sensitivity
-
Mutable builder for sensitivity to a group of curves.
- MutablePointSensitivities() - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Creates an empty instance.
- MutablePointSensitivities(PointSensitivity) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Creates an instance with the specified sensitivity.
- MutablePointSensitivities(List<? extends PointSensitivity>) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Creates an instance with the specified sensitivities.
- mutate(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Mutates each element in the array using an operator by mutation.
- mutateByAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Adds a constant value to each element in the array by mutation.
- mutateByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Adds values in two arrays together, mutating the first array.
- mutateByMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Multiplies each element in the array by a value by mutation.
- mutateByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Multiplies values in two arrays, mutating the first array.
- MX - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'MX' - Mexico.
- MXN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'MXN' - Mexican Peso.
- MY - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'MY' - Malaysia.
- MYR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'MYR' - Malaysian Ringgit.
- ObjDoubleFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - one object and one double.
- ObjDoublePair<A> - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of an Object and a double.
- ObjDoublePair.Meta<A> - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for ObjDoublePair.
- ObjDoublePredicate<T> - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments - one object and one double.
- ObjIntFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - one object and one int.
- ObjIntPair<A> - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of an Object and an int.
- ObjIntPair.Meta<A> - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for ObjIntPair.
- ObjIntPredicate<T> - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments - one object and one int.
- ObjLongFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - one object and one long.
- ObjLongPredicate<T> - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments - one object and one long.
- ObservableId - Interface in com.opengamma.strata.basics.market
-
A market data identifier that identifies observable data.
- ObservableKey - Interface in com.opengamma.strata.basics.market
-
A market data key that identifies observable data.
- ObservableMarketDataFunction - Interface in com.opengamma.strata.calc.marketdata.function
-
A function for building for items of observable market data.
- observableRates(Map<CurrencyPair, QuoteKey>) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
-
Sets the keys identifying FX rates which are observable in the market, keyed by their conventional currency pair.
- observableRates() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
-
The meta-property for the observableRates property.
- observables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
The meta-property for the observables property.
- observation() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
-
The meta-property for the observation property.
- observation() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
-
The meta-property for the observation property.
- observation() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
-
The meta-property for the observation property.
- observation() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
-
The meta-property for the observation property.
- observation(FxIndexObservation) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
Sets the FX index observation.
- observation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
The meta-property for the observation property.
- observation(IborIndexObservation) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
Sets the Ibor index observation to use to determine a rate for the reset period.
- observation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
The meta-property for the observation property.
- observation() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
-
The meta-property for the observation property.
- observation(FxIndexObservation) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
-
Sets the FX index observation.
- observation() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
The meta-property for the observation property.
- observation(FxIndexObservation) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
-
Sets the FX index observation.
- observation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
The meta-property for the observation property.
- OBSERVATIONS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The list of rate observations.
- observeOn(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Creates an observation object for the specified fixing date.
- observeOn(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Creates an observation object for the specified fixing date.
- of(String) - Static method in enum com.opengamma.strata.basics.BuySell
-
Obtains an instance from the specified unique name.
- of(String) - Static method in class com.opengamma.strata.basics.currency.Currency
-
Obtains an instance for the specified ISO-4217 three letter currency code.
- of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Obtains an instance of CurrencyAmount for the specified currency and amount.
- of(String, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Obtains an instance of CurrencyAmount for the specified ISO-4217
three letter currency code and amount.
- of(Currency, Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Obtains an instance from two currencies.
- of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Obtains an instance containing a single FX rate.
- of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Obtains an instance containing a single FX rate.
- of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
-
Obtains an instance from two currencies.
- of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
-
Obtains an instance from a currency pair.
- of(CurrencyPair, DoubleArray) - Static method in class com.opengamma.strata.basics.currency.FxRatesArray
-
Returns an array of FX rates for a currency pair.
- of(Currency, Currency, DoubleArray) - Static method in class com.opengamma.strata.basics.currency.FxRatesArray
-
Returns an array of FX rates for a currency pair.
- of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from a currency and amount.
- of(CurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from an array of CurrencyAmount objects.
- of(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from a list of CurrencyAmount objects.
- of(Map<Currency, Double>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from a map of currency to amount.
- of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount.
- of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount.
- of(LocalDate) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
-
Obtains an instance with no business day adjustment.
- of(LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
-
Obtains an instance with a business day adjustment.
- of(BusinessDayConvention, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Obtains an instance using the specified convention and calendar.
- of(String) - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.date.DateSequence
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.date.DayCount
-
Obtains an instance from the specified unique name.
- of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Obtains an instance from the specified unique name.
- of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendars
-
Obtains an instance from the set of standard holiday calendars.
- of(HolidayCalendarId, Iterable<LocalDate>, DayOfWeek, DayOfWeek) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Obtains an instance from a set of holiday dates and weekend days.
- of(HolidayCalendarId, Iterable<LocalDate>, Iterable<DayOfWeek>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Obtains an instance from a set of holiday dates and weekend days.
- of(String) - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Obtains an instance from the specified unique name.
- of(Period, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Obtains an instance that can adjust a date by the specified period.
- of(Period) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance from a Period.
- of(Tenor, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Obtains an instance that can adjust a date by the specified tenor.
- of(String) - Static method in class com.opengamma.strata.basics.index.FloatingRateName
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.index.FxIndex
-
Obtains an instance from the specified unique name.
- of(FxIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Creates an instance from an index and fixing date.
- of(String) - Static method in interface com.opengamma.strata.basics.index.IborIndex
-
Obtains an instance from the specified unique name.
- of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Creates an instance from an index and fixing date.
- of(String) - Static method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Obtains an instance from the specified unique name.
- of(OvernightIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Creates an IborRateObservation from an index and fixing date.
- of(String) - Static method in interface com.opengamma.strata.basics.index.PriceIndex
-
Obtains an instance from the specified unique name.
- of(PriceIndex, YearMonth) - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Creates an instance from an index and fixing date.
- of(String) - Static method in class com.opengamma.strata.basics.location.Country
-
Obtains an instance from the specified ISO-3166-1 alpha-2
two letter country code dynamically creating a country if necessary.
- of(String) - Static method in enum com.opengamma.strata.basics.LongShort
-
Obtains an instance from the specified unique name.
- of(String) - Static method in class com.opengamma.strata.basics.market.FieldName
-
Obtains an instance from the specified name.
- of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateId
-
Obtains an instance representing the FX rate for a currency pair.
- of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateId
-
Obtains an instance representing the FX rate for a currency pair.
- of(CurrencyPair, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId
-
Obtains an instance representing the FX rate for a currency pair, specifying the feed.
- of(Currency, Currency, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId
-
Obtains an instance representing the FX rate for a currency pair, specifying the feed.
- of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateKey
-
Obtains an instance representing the market FX rate associated with a currency pair.
- of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateKey
-
Obtains an instance representing the market FX rate associated with a currency pair.
- of(LocalDate, Map<? extends MarketDataKey<?>, ?>) - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
Obtains an instance from a valuation date and map of values.
- of(Map<? extends ReferenceDataId<?>, ?>) - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData
-
Obtains an instance from a map of reference data.
- of(ReferenceDataId<T>, T) - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData
-
Obtains an instance from a single reference data entry.
- of(LocalDate, Map<? extends MarketDataKey<?>, ?>) - Static method in interface com.opengamma.strata.basics.market.MarketData
-
Obtains an instance from a valuation date and map of values.
- of(LocalDate, Map<? extends MarketDataKey<?>, ?>, Map<? extends ObservableKey, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.basics.market.MarketData
-
Obtains an instance from a valuation date, map of values and time-series.
- of(String) - Static method in class com.opengamma.strata.basics.market.MarketDataFeed
-
Obtains an instance from the specified name.
- of(Map<? extends ReferenceDataId<?>, ?>) - Static method in interface com.opengamma.strata.basics.market.ReferenceData
-
Obtains an instance from a map of reference data.
- of(ScenarioMarketDataValue<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
Obtains an instance containing the specified value.
- of(T...) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
Obtains an instance containing the specified market data values, one for each scenario.
- of(List<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
Obtains an instance containing the specified market data values, one for each scenario.
- of(T...) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
Obtains an instance containing the specified values.
- of(List<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
Obtains an instance containing the specified values.
- of(T) - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
Obtains an instance containing a single market data value.
- of(String, String) - Static method in class com.opengamma.strata.basics.market.StandardId
-
Obtains an instance from a scheme and value.
- of(String) - Static method in enum com.opengamma.strata.basics.PayReceive
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.basics.PutCall
-
Obtains an instance from the specified unique name.
- of(Period) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance from a Period.
- of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, boolean) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Obtains an instance based on a stub convention and end-of-month flag.
- of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, RollConvention) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Obtains an instance based on roll and stub conventions.
- of(String) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Obtains an instance from the specified unique name.
- of(LocalDate, LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Obtains an instance from the adjusted and unadjusted dates.
- of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Obtains an instance from two dates.
- of(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
-
Obtains an instance from the specified unique name.
- of(double, DoubleArray) - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Obtains an instance from a value and array of derivatives.
- of(double) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains an instance from a single value that does not change over time.
- of(double, ValueStep...) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains an instance from an initial value and a list of changes.
- of(double, List<ValueStep>) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains an instance from an initial value and a list of changes.
- of(int, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
-
Obtains an instance that applies at the specified schedule period index.
- of(LocalDate, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
-
Obtains an instance that applies at the specified date.
- of(PricingRules, MarketDataRules) - Static method in class com.opengamma.strata.calc.CalculationRules
-
Obtains an instance specifying all the rules, using the "natural" reporting currency.
- of(PricingRules, MarketDataRules, ReportingCurrency) - Static method in class com.opengamma.strata.calc.CalculationRules
-
Obtains an instance specifying all the rules.
- of(ExecutorService) - Static method in interface com.opengamma.strata.calc.CalculationRunner
-
Creates a calculation runner capable of performing calculations, specifying the executor.
- of(Measure) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure.
- of(Measure, ReportingCurrency) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, defining the reporting currency.
- of(Measure, String) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, defining the column name.
- of(Measure, String, ReportingCurrency) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, defining the column name and reporting currency.
- of(String) - Static method in class com.opengamma.strata.calc.ColumnName
-
Obtains an instance from the specified name.
- of(MarketDataMappings) - Static method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
-
Obtains an instance that always returns the specified mappings.
- of(Class<? extends CalculationFunction<T>>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig
-
Obtains an instance for a function that does not contain any constructor arguments.
- of(String) - Static method in class com.opengamma.strata.calc.config.ImmutableMeasure
-
Returns a measure with the specified name whose values will be automatically converted to the reporting currency.
- of(String, boolean) - Static method in class com.opengamma.strata.calc.config.ImmutableMeasure
-
Returns a measure with the specified name.
- of(String) - Static method in interface com.opengamma.strata.calc.config.Measure
-
Obtains an instance from the specified unique name.
- of(FunctionGroup<?>, Map<String, Object>) - Static method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
-
Returns a configured function group containing the specified function group and arguments.
- of(FunctionGroup<?>) - Static method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
-
Returns a configured function group containing the specified function group and no arguments.
- of(PricingRule<?>...) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
Obtains an instance based on the specified individual rules.
- of(List<PricingRule<?>>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
Obtains an instance based on the specified individual rules.
- of(String) - Static method in class com.opengamma.strata.calc.config.pricing.FunctionGroupName
-
Obtains an instance from the specified name.
- of(PricingRule<?>...) - Static method in interface com.opengamma.strata.calc.config.pricing.PricingRules
-
Obtains an instance based on the specified individual rules.
- of(List<PricingRule<?>>) - Static method in interface com.opengamma.strata.calc.config.pricing.PricingRules
-
Obtains an instance based on the specified individual rules.
- of(Currency) - Static method in class com.opengamma.strata.calc.config.ReportingCurrency
-
Obtains an instance requesting the specified currency.
- of(String) - Static method in enum com.opengamma.strata.calc.config.ReportingCurrencyType
-
Obtains an instance from the specified unique name.
- of(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in class com.opengamma.strata.calc.config.TypedMarketDataRules
-
Obtains an instance returning the specified mappings for any of the target types.
- of(MarketDataMappings, List<Class<? extends CalculationTarget>>) - Static method in class com.opengamma.strata.calc.config.TypedMarketDataRules
-
Obtains an instance returning the specified mappings for any of the target types.
- of(CalculationEnvironment, MarketDataMappings) - Static method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
-
Obtains an instance from an underlying market data environment and mappings.
- of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
Returns a set of market data mappings with the specified source of observable data and made up
of the specified individual mappings.
- of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
Returns a set of market data mappings with the specified source of observable data and made up
of the specified individual mappings.
- of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
-
Returns a set of market data mappings with the specified source of observable data and made up
of the specified individual mappings.
- of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
-
Returns a set of market data mappings with the specified source of observable data and made up
of the specified individual mappings.
- of(CalculationRules, List<? extends CalculationTarget>, List<Column>, ReferenceData) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Obtains an instance from a set of targets, columns and rules.
- of(MarketDataId<?>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Obtains an instance containing a single market data ID.
- of(Class<T>, MarketDataFilter<T, ?>, ScenarioPerturbation<T>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
Returns a mapping containing a single perturbation.
- of(int, int, Result<?>) - Static method in class com.opengamma.strata.calc.runner.CalculationResult
-
Obtains an instance for the specified row and column index in the output grid.
- of(CalculationTarget, List<CalculationResult>) - Static method in class com.opengamma.strata.calc.runner.CalculationResults
-
Obtains a calculation result from individual calculations.
- of(CalculationTarget, Measure, int, int, CalculationFunction<? extends CalculationTarget>, MarketDataMappings, ReportingCurrency) - Static method in class com.opengamma.strata.calc.runner.CalculationTask
-
Obtains configuration for a task that will calculate a value for a target.
- of(ExecutorService) - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Creates a calculation task runner capable of performing calculations, specifying the executor.
- of(CalculationRules, List<? extends CalculationTarget>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Obtains an instance from a set of targets, columns and rules.
- of(List<CalculationTask>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Obtains an instance from a set of tasks and columns.
- of(Currency, DoubleArray) - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
Obtains an instance from the specified currency and array of values.
- of(List<CurrencyAmount>) - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
Obtains an instance from the specified list of amounts.
- of(int, IntFunction<CurrencyAmount>) - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
Obtains an instance using a function to create the entries.
- of(T...) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
Obtains an instance from the specified array of values.
- of(List<T>) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
Obtains an instance from the specified list of values.
- of(int, IntFunction<T>) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
Obtains an instance using a function to create the entries.
- of(MultiCurrencyAmount...) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
Returns an instance containing the values from the amounts.
- of(List<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
Returns an instance containing the values from the list of amounts.
- of(int, IntFunction<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
Obtains an instance using a function to create the entries.
- of(Map<Currency, DoubleArray>) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
Returns an instance containing the values from a map of amounts with the same number of elements in each array.
- of(CalculationMarketData, int) - Static method in class com.opengamma.strata.calc.runner.function.result.ScenarioRateProvider
-
Returns a rate provider which uses rates from the scenario at the specified index in the market data.
- of(T...) - Static method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
-
Obtains an instance from the specified array of values.
- of(List<T>) - Static method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
-
Obtains an instance from the specified list of values.
- of(int, IntFunction<T>) - Static method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
-
Obtains an instance using a function to create the entries.
- of(int, T) - Static method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
-
Obtains an instance from a single result and scenario count.
- of(DoubleArray) - Static method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
-
Obtains an instance from the specified array of values.
- of(List<Double>) - Static method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
-
Obtains an instance from the specified list of values.
- of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
-
Obtains an instance using a function to create the entries.
- of(MarketDataKey<?>) - Static method in class com.opengamma.strata.calc.runner.MissingMappingId
-
Returns an ID wrapping a market data key for which there was no mapping.
- of(MarketDataKey<?>) - Static method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
Returns an ID wrapping a key requested by a calculation for a target with no market data rules.
- of(int, int, List<? extends Result<?>>) - Static method in class com.opengamma.strata.calc.runner.Results
-
Returns a set of results for some calculations.
- of(CalculationMarketData, int) - Static method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
-
Obtains an instance from an underlying set of market data and scenario index.
- of() - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an empty immutable array.
- of(double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with a single value.
- of(double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with two values.
- of(double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with three values.
- of(double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with four values.
- of(double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with five values.
- of(double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with six values.
- of(double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with seven values.
- of(double, double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with eight values.
- of(double, double, double, double, double, double, double, double, double...) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with more than eight values.
- of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance with entries filled using a function.
- of() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an empty instance.
- of(int, int, double...) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an immutable array with the specified size and values.
- of(int, int, IntIntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with entries filled using a function.
- of(CharSource, boolean) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Parses the specified source as a CSV file.
- of(CharSource, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Parses the specified source as a CSV file where the separator is specified and might not be a comma.
- of(List<String>, List<? extends List<String>>) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Creates an instance from a list of headers and rows.
- of(Map<String, PropertySet>) - Static method in class com.opengamma.strata.collect.io.IniFile
-
Obtains an instance, specifying the map of section to properties.
- of(CharSource) - Static method in class com.opengamma.strata.collect.io.IniFile
-
Parses the specified source as an INI file.
- of(CharSource) - Static method in class com.opengamma.strata.collect.io.PropertiesFile
-
Parses the specified source as a properties file.
- of(Map<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
-
Obtains an instance from a map.
- of(Multimap<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
-
Obtains an instance from a map allowing for multiple values for each key.
- of(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a string locator.
- of(ByteSource) - Static method in class com.opengamma.strata.collect.io.XmlFile
-
Parses the specified source as an XML file to an in-memory DOM-like structure.
- of(ByteSource, String) - Static method in class com.opengamma.strata.collect.io.XmlFile
-
Parses the specified source as an XML file to an in-memory DOM-like structure.
- of(Map<K, V>) - Static method in class com.opengamma.strata.collect.MapStream
-
Returns a stream over the entries in the map.
- of(Collection<V>, Function<V, K>) - Static method in class com.opengamma.strata.collect.MapStream
-
Returns a stream of map entries where the values are taken from a collection and the keys are created by
applying a function to each value.
- of(Stream<V>, Function<V, K>) - Static method in class com.opengamma.strata.collect.MapStream
-
Returns a stream of map entries where the values are taken from a stream and the keys are created by
applying a function to each value.
- of(Class<R>) - Static method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Obtains an extended enum instance.
- of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange
-
Obtains a half-open range of dates, including the start and excluding the end.
- of(Supplier<T>) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a success Result wrapping the value produced by the
supplier.
- of(LocalDate, double) - Static method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Obtains a point from date and value.
- of(LocalDate, double) - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Obtains a time-series containing a single date and value.
- of(double, double) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Obtains an instance from two double elements.
- of(int, double) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Obtains an instance from an int and a double.
- of(long, double) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Obtains an instance from a long and a double.
- of(A, double) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Obtains an instance from an Object and a double.
- of(A, int) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Obtains an instance from an Object and an int.
- of(A, B) - Static method in class com.opengamma.strata.collect.tuple.Pair
-
Obtains a pair inferring the types.
- of(A, B, C) - Static method in class com.opengamma.strata.collect.tuple.Triple
-
Obtains a triple inferring the types.
- of(Map<CurrencyPair, QuoteKey>) - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
Returns FX rate configuration built using the data in the map.
- of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
- of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
-
- of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
-
- of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
-
- of() - Static method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
-
Obtains the standard instance.
- of(CurveName) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
Returns a filter matching curves with the specified name.
- of(Index) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
-
Returns a filter matching a curve for the specified index.
- of(Currency) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
Returns a filter which matches curves with the specified currency.
- of(FpmlPartySelector) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Obtains an instance of the parser, based on the specified selector.
- of(FpmlPartySelector, FpmlTradeInfoParserPlugin) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Obtains an instance of the parser, based on the specified selector and trade info plugin.
- of(FpmlPartySelector, FpmlTradeInfoParserPlugin, Map<String, FpmlParserPlugin>) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Obtains an instance of the parser, based on the specified selector and plugins.
- of(FpmlPartySelector, FpmlTradeInfoParserPlugin, Map<String, FpmlParserPlugin>, ReferenceData) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Obtains an instance of the parser, based on the specified selector and plugins.
- of(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
-
Obtains an instance from the specified unique name.
- of(CashFlow) - Static method in class com.opengamma.strata.market.amount.CashFlows
-
Obtains an instance from a single cash flow.
- of(List<CashFlow>) - Static method in class com.opengamma.strata.market.amount.CashFlows
-
Obtains an instance from a list of cash flows.
- of(List<LegAmount>) - Static method in class com.opengamma.strata.market.amount.LegAmounts
-
Returns an instance containing the specified leg amounts.
- of(LegAmount...) - Static method in class com.opengamma.strata.market.amount.LegAmounts
-
Returns an instance containing the specified leg amounts.
- of(ResolvedSwapLeg, CurrencyAmount) - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Obtains an instance from a swap leg and amount.
- of(Curve, Curve) - Static method in class com.opengamma.strata.market.curve.AddFixedCurve
-
Creates a curve as the sum of a fixed curve and a spread curve.
- of(String, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Creates a constant curve with a specific value.
- of(CurveName, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Creates a constant curve with a specific value.
- of(CurveMetadata, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Creates a constant curve with a specific value.
- of(CurveCurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Obtains an instance from a multiple sensitivity entries.
- of(List<? extends CurveCurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(CurveMetadata, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Obtains an instance from the curve metadata, currency and sensitivity.
- of(CurveGroupName, Map<Currency, Curve>, Map<Index, Curve>) - Static method in class com.opengamma.strata.market.curve.CurveGroup
-
Returns a curve group containing the specified curves.
- of(CurveGroupName, Collection<CurveGroupEntry>, Collection<NodalCurveDefinition>) - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Returns a curve group definition with the specified name and containing the specified entries.
- of(String) - Static method in class com.opengamma.strata.market.curve.CurveGroupName
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.market.curve.CurveInfoType
-
Obtains an instance from the specified name.
- of(Map<? extends MarketDataKey<?>, ?>, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.CurveInputs
-
Returns a CurveInputs instance containing the specified market data.
- of(String) - Static method in class com.opengamma.strata.market.curve.CurveName
-
Obtains an instance from the specified name.
- of(CurveName, int) - Static method in class com.opengamma.strata.market.curve.CurveParameterSize
-
Obtains an instance, specifying the name and parameter count.
- of(CurveUnitParameterSensitivity) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Obtains an instance from a single sensitivity entry.
- of(List<? extends CurveUnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(CurveMetadata, DoubleArray) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Obtains an instance from the curve metadata and sensitivity.
- of(String) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Creates the metadata.
- of(CurveName) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Creates the metadata.
- of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Creates an interpolated curve with metadata.
- of(CurveName, Period[], LocalDate[], double[], CdsConvention, double) - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Creates an instance of the par rates.
- of(CurveName, Period[], LocalDate[], IsdaYieldCurveUnderlyingType[], double[], IsdaYieldCurveConvention) - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Creates an instance of the par rates.
- of(List<CurveParameterSize>, DoubleMatrix) - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Obtains an instance from the curve order and Jacobian matrix.
- of(LocalDate, String) - Static method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
Creates node metadata using date and label.
- of(Tenor) - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
Creates node metadata using tenor.
- of(Tenor, String) - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
Creates node metadata using tenor and label.
- of(LocalDate, Tenor) - Static method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata
-
Creates node metadata using date and tenor.
- of(LocalDate, Tenor, String) - Static method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata
-
Creates node metadata using date, tenor and label.
- of(LocalDate, YearMonth) - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
Creates node metadata using date and year-month.
- of(LocalDate, YearMonth, String) - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
Creates node metadata using date, year-month and label.
- of(LocalDate) - Static method in class com.opengamma.strata.market.curve.node.CurveNodeDate
-
Obtains an instance specifying a fixed date.
- of(String) - Static method in enum com.opengamma.strata.market.curve.node.CurveNodeDateType
-
Obtains an instance from the specified unique name.
- of(FixedIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a curve node for a Fixed-Ibor interest rate swap using the
specified instrument template and rate.
- of(FixedIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a curve node for a Fixed-Ibor interest rate swap using the
specified instrument template, rate key and spread.
- of(FixedIborSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a curve node for a Fixed-Ibor interest rate swap using the
specified instrument template, rate key, spread and label.
- of(FixedOvernightSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a curve node for a Fixed-Overnight interest rate swap using the
specified instrument template and rate.
- of(FixedOvernightSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a curve node for a Fixed-Overnight interest rate swap using the
specified instrument template, rate key and spread.
- of(FixedOvernightSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a curve node for a Fixed-Overnight interest rate swap using the
specified instrument template, rate key, spread and label.
- of(FraTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a curve node for a FRA using the specified instrument template and rate key.
- of(FraTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a curve node for a FRA using the specified instrument template, rate key and spread.
- of(FraTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a curve node for a FRA using the specified instrument template, rate key, spread and label.
- of(FxSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Returns a curve node for an FX Swap using the specified instrument template and keys.
- of(FxSwapTemplate, ObservableKey, String) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Returns a curve node for an FX Swap using the specified instrument template and keys and label.
- of(IborFixingDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a curve node for an Ibor deposit using the specified template and rate key.
- of(IborFixingDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a curve node for an Ibor deposit using the specified template, rate key and spread.
- of(IborFixingDepositTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a curve node for an Ibor deposit using the specified template, rate key, spread and label.
- of(IborFutureTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Obtains a curve node for an Ibor Future using the specified template and rate key.
- of(IborFutureTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Obtains a curve node for an Ibor Future using the specified template, rate key and spread.
- of(IborFutureTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Obtains a curve node for an Ibor Future using the specified template, rate key, spread and label.
- of(IborIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a curve node for an Ibor-Ibor interest rate swap using the
specified instrument template and rate.
- of(IborIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a curve node for an Ibor-Ibor interest rate swap using the
specified instrument template, rate key and spread.
- of(IborIborSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a curve node for a Ibor-Ibor interest rate swap using the
specified instrument template, rate key, spread and label.
- of(TermDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a curve node for a term deposit using the specified instrument template and rate key.
- of(TermDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a curve node for a term deposit using the specified instrument template, rate key and spread.
- of(TermDepositTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a curve node for a term deposit using the specified instrument template, rate key, spread and label.
- of(ThreeLegBasisSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Returns a curve node for a three leg basis swap using the
specified instrument template and rate.
- of(ThreeLegBasisSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Returns a curve node for a three leg basis swap using the specified instrument template, rate key and spread.
- of(ThreeLegBasisSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Returns a curve node for a three leg basis swap using the specified instrument template, rate key, spread and label.
- of(XCcyIborIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the
specified instrument template and rate.
- of(XCcyIborIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the
specified instrument template, rate key and spread.
- of(XCcyIborIborSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the
specified instrument template, rate key, spread and label.
- of(Curve, ShiftType, double) - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
Returns a curve based on an underlying curve with a parallel shift applied to the Y values.
- of(String) - Static method in class com.opengamma.strata.market.explain.ExplainKey
-
Obtains an instance from the specified name.
- of(Map<ExplainKey<?>, Object>) - Static method in class com.opengamma.strata.market.explain.ExplainMap
-
Creates an instance from a populated map.
- of(CurveGroupName) - Static method in class com.opengamma.strata.market.id.CurveGroupId
-
- of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.CurveGroupId
-
Returns an ID identifying a curve group.
- of(CurveGroupName, CurveName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.CurveInputsId
-
Returns an ID for the input data used when calibrating the specified curve.
- of(Currency, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.DiscountCurveId
-
Obtains an ID used to find the discount factor curve associated with a currency.
- of(Currency, CurveGroupName) - Static method in class com.opengamma.strata.market.id.DiscountCurveId
-
Obtains an ID used to find the discount factor curve associated with a currency.
- of(IborIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.IborIndexCurveId
-
Obtains an instance used to obtain the forward curve associated with an Overnight index.
- of(IborIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.IborIndexCurveId
-
Obtains an instance used to obtain the forward curve associated with an Overnight index.
- of(Index) - Static method in class com.opengamma.strata.market.id.IndexRateId
-
Returns an ID for market data for the specified index.
- of(Index, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.IndexRateId
-
Returns an ID for market data for the specified index.
- of(Index, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.IndexRateId
-
Returns an ID for the curve for the specified index.
- of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
Creates an instance based on the reference information.
- of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
Creates an instance based on the reference information.
- of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
Creates an instance based on the reference information.
- of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
Creates an instance based on the reference information.
- of(Currency) - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
Creates an instance based on a currency.
- of(OvernightIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.OvernightIndexCurveId
-
Obtains an instance used to obtain the forward curve associated with an Overnight index.
- of(OvernightIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.OvernightIndexCurveId
-
Obtains an instance used to obtain the forward curve associated with an Overnight index.
- of(PriceIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.PriceIndexCurveId
-
Returns an ID for the curve for the specified index.
- of(PriceIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.PriceIndexCurveId
-
Returns an ID for the curve for the specified index.
- of(StandardId) - Static method in class com.opengamma.strata.market.id.QuoteId
-
- of(StandardId, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.QuoteId
-
- of(StandardId, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.QuoteId
-
Returns an ID representing a market quote.
- of(IborIndex) - Static method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
-
Obtains an ID used to find swaption volatilities based on Fixed-Ibor swaps.
- of(String) - Static method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.market.interpolator.CurveInterpolator
-
Obtains an instance from the specified unique name.
- of(CurveGroupName) - Static method in class com.opengamma.strata.market.key.CurveGroupKey
-
Returns a key identifying a curve group by name.
- of(String) - Static method in class com.opengamma.strata.market.key.CurveGroupKey
-
Returns a key identifying a curve group by name.
- of(CurveGroupName, CurveName) - Static method in class com.opengamma.strata.market.key.CurveInputsKey
-
Returns an key identifying the input data used when calibrating the specified curve.
- of(Currency) - Static method in class com.opengamma.strata.market.key.DiscountCurveKey
-
Obtains an instance used to find the discount curve associated with a currency.
- of(IborIndex) - Static method in class com.opengamma.strata.market.key.IborIndexCurveKey
-
Obtains an instance used to obtain the forward curve associated with an Ibor index.
- of(Index) - Static method in class com.opengamma.strata.market.key.IndexRateKey
-
Creates a key to obtain the market value associated with an index.
- of(Index, FieldName) - Static method in class com.opengamma.strata.market.key.IndexRateKey
-
Creates a key to obtain a specific field associated with an index.
- of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
Creates an instance based on the reference information.
- of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
Creates an instance based on the reference information.
- of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
Creates an instance based on the reference information.
- of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
Creates an instance based on the reference information.
- of(Currency) - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
Creates an instance based on a currency.
- of(OvernightIndex) - Static method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
-
Obtains an instance used to obtain the forward curve associated with an Overnight index.
- of(PriceIndex) - Static method in class com.opengamma.strata.market.key.PriceIndexCurveKey
-
Creates a key to obtain the forward curve associated with an index.
- of(StandardId) - Static method in class com.opengamma.strata.market.key.QuoteKey
-
Creates a key to obtain the market value associated with an identifier.
- of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.key.QuoteKey
-
Creates a key to obtain a specific field associated with an identifier.
- of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
-
Returns a key identifying the market data with the specified ID and field name.
- of(QuoteKey) - Static method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
-
Returns a key identifying the same market data as the quote key.
- of(IborIndex) - Static method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
-
Obtains a key used to find swaption volatilities based on Fixed-Ibor swaps.
- of(double) - Static method in class com.opengamma.strata.market.option.DeltaStrike
-
Obtains an instance of Delta with the value of absolute delta.
- of(double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
Obtains an instance of LogMoneyness with the value of log-moneyness.
- of(double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike
-
Obtains an instance of Moneyness with the value of moneyness.
- of(double) - Static method in class com.opengamma.strata.market.option.SimpleStrike
-
Obtains an instance of Strike with the value of strike.
- of(String) - Static method in class com.opengamma.strata.market.option.StrikeType
-
Obtains an instance from the specified name.
- of(SecurityId, ZonedDateTime, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Obtains an instance based on the security ID.
- of(CurrencyPair, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Obtains an instance from currency pair, reference currency, reference date and sensitivity value.
- of(CurrencyPair, Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Obtains an instance from currency pair, reference currency, reference date
sensitivity currency and sensitivity value.
- of(FxIndexObservation, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Obtains an instance from the observation, reference currency and sensitivity value.
- of(FxIndexObservation, Currency, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Obtains an instance from the observation, reference currency and sensitivity value,
specifying the currency of the value.
- of(CurrencyPair, ZonedDateTime, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
Obtains an instance based on the currency pair, specifying the sensitivity currency.
- of(IborIndex, ZonedDateTime, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
Obtains an instance, specifying sensitivity currency.
- of(IborIndex, ZonedDateTime, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
Obtains an instance based on the index.
- of(IborIndex, ZonedDateTime, LocalDate, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Obtains an instance based on the index.
- of(IborIndex, ZonedDateTime, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Obtains an instance based on the index, specifying the sensitivity currency.
- of(IborIndexObservation, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
Obtains an instance from the observation and sensitivity value.
- of(IborIndexObservation, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
Obtains an instance from the observation and sensitivity value,
specifying the currency of the value.
- of(PriceIndexObservation, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
Obtains an instance from the observation and sensitivity value.
- of(PriceIndexObservation, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
Obtains an instance from the observation and sensitivity value,
specifying the currency of the value.
- of(Currency, LocalDate, LegalEntityGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Obtains an instance from the curve currency, date, legal entity group and value.
- of(ZeroRateSensitivity, LegalEntityGroup) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Obtains an instance from zero rate sensitivity and legal entity group.
- of(Currency, LocalDate, Currency, LegalEntityGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Obtains an instance from the curve currency, date, sensitivity currency,
legal entity group and value.
- of(OvernightIndexObservation, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Obtains an instance from the observation and sensitivity value.
- of(OvernightIndexObservation, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Obtains an instance from the observation and sensitivity value,
specifying the currency of the value.
- of(PointSensitivity...) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Obtains an instance from an array of sensitivity entries.
- of(List<? extends PointSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(Currency, LocalDate, BondGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Obtains an instance from the curve currency, date, bond group and value.
- of(ZeroRateSensitivity, BondGroup) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Obtains an instance from zero rate sensitivity and bond group.
- of(Currency, LocalDate, Currency, BondGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Obtains an instance from the curve currency, date, sensitivity currency,
bond group and value.
- of(List<SwaptionSabrSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
-
Obtains an instance with the specified sensitivities.
- of(SwaptionSabrSensitivity) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
-
Obtains an instance with the specified sensitivity.
- of(FixedIborSwapConvention, ZonedDateTime, double, Currency, double, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Obtains an instance from the specified elements.
- of(FixedIborSwapConvention, ZonedDateTime, double, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Obtains an instance from the specified elements.
- of(Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
Obtains an instance from the curve currency, date and value.
- of(Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
Obtains an instance from the curve currency, date, sensitivity currency and value.
- of(String) - Static method in enum com.opengamma.strata.market.ShiftType
-
Obtains an instance from the specified unique name.
- of(String, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
Creates a constant surface with a specific value.
- of(SurfaceName, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
Creates a constant surface with a specific value.
- of(SurfaceMetadata, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
Creates a constant surface with a specific value.
- of(String) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Creates the metadata.
- of(SurfaceName) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Creates the metadata.
- of(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, GridInterpolator2D) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Creates an interpolated surface with metadata.
- of(double, Strike, CurrencyPair) - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
Creates node metadata using year fraction, strike and currency pair.
- of(double, Strike, String, CurrencyPair) - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
Creates node using year fraction, strike, label and currency pair.
- of(double, Strike) - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
Creates node metadata using year fraction and strike.
- of(double, Strike, String) - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
Creates node using year fraction, strike and label.
- of(double, double) - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
Creates node metadata using swap convention, year fraction and strike.
- of(double, double, String) - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
Creates node using swap convention, year fraction, strike and label.
- of(SurfaceCurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Obtains an instance from a multiple sensitivity entries.
- of(List<? extends SurfaceCurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(SurfaceMetadata, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Obtains an instance from the surface metadata, currency and sensitivity.
- of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceName
-
Obtains an instance from the specified name.
- of(SurfaceUnitParameterSensitivity...) - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
-
Obtains an instance from a multiple sensitivity entries.
- of(List<? extends SurfaceUnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(SurfaceMetadata, DoubleArray) - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
-
Obtains an instance from the surface metadata and sensitivity.
- of(String) - Static method in class com.opengamma.strata.market.value.BondGroup
-
Obtains an instance from the specified name.
- of(double) - Static method in class com.opengamma.strata.market.value.CdsRecoveryRate
-
Creates an instance of the recovery rate.
- of(String) - Static method in enum com.opengamma.strata.market.value.CompoundedRateType
-
Obtains an instance from the specified unique name.
- of(String) - Static method in class com.opengamma.strata.market.value.LegalEntityGroup
-
Obtains an instance from the specified name.
- of(DoubleArray) - Static method in class com.opengamma.strata.market.value.scenario.QuotesArray
-
Obtains an instance wrapping a set of quotes.
- of(String) - Static method in class com.opengamma.strata.market.ValueType
-
Obtains an instance from the specified name.
- of(Currency, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.view.DiscountFactors
-
Obtains an instance from a curve.
- of(CurrencyPair, FxRateProvider, DiscountFactors, DiscountFactors) - Static method in class com.opengamma.strata.market.view.DiscountFxForwardRates
-
Obtains an instance based on two discount factors, one for each currency.
- of(FxIndex, FxForwardRates) - Static method in class com.opengamma.strata.market.view.DiscountFxIndexRates
-
Obtains an instance based on discount factors with no historic fixings.
- of(FxIndex, FxForwardRates, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.DiscountFxIndexRates
-
Obtains an instance based on discount factors and historic fixings.
- of(IborIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.view.DiscountIborIndexRates
-
Obtains an instance based on discount factors with no historic fixings.
- of(IborIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.DiscountIborIndexRates
-
Obtains an instance based on discount factors and historic fixings.
- of(OvernightIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
Obtains an instance based on discount factors with no historic fixings.
- of(OvernightIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
Obtains an instance based on discount factors and historic fixings.
- of(PriceIndex, LocalDate, InterpolatedNodalCurve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
-
Obtains an instance based on a curve with no seasonality adjustment.
- of(PriceIndex, LocalDate, InterpolatedNodalCurve, LocalDateDoubleTimeSeries, DoubleArray) - Static method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
-
Obtains an instance based on a curve with seasonality adjustment.
- of(IborIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.view.IborIndexRates
-
Obtains an instance from a forward curve, with an empty time-series of fixings.
- of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.market.view.IborIndexRates
-
Obtains an instance from a curve and time-series of fixings.
- of(DiscountFactors, LegalEntityGroup) - Static method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
-
Obtains an instance based on discount factors and legal entity group.
- of(OvernightIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.view.OvernightIndexRates
-
Obtains an instance from a forward curve, with an empty time-series of fixings.
- of(OvernightIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.market.view.OvernightIndexRates
-
Obtains an instance from a curve and time-series of fixings.
- of(DiscountFactors, BondGroup) - Static method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
-
Obtains an instance based on discount factors and bond group.
- of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.SimpleDiscountFactors
-
Obtains an instance based on a discount factor curve.
- of(IborIndex, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.SimpleIborIndexRates
-
Obtains an instance from a curve, with an empty time-series of fixings.
- of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.SimpleIborIndexRates
-
Obtains an instance from a curve and time-series of fixing.
- of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
-
Obtains an instance based on a zero-rates curve.
- of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
-
Obtains an instance based on a zero-rates curve.
- of(InterpolatedNodalSurface, SecurityId, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
Obtains an instance based on a surface.
- of(String, List<? extends CalibrationMeasure<? extends ResolvedTrade>>) - Static method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
-
Obtains an instance from a list of individual trade-specific measures.
- of(String, CalibrationMeasure<? extends ResolvedTrade>...) - Static method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
-
Obtains an instance from a list of individual trade-specific measures.
- of(double, double, int) - Static method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
-
Obtains an instance specifying tolerances to use.
- of(double, double, int, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
-
Obtains an instance specifying tolerances and measures to use.
- of(ImmutableRatesProvider, CurveGroupDefinition, ReferenceData) - Static method in class com.opengamma.strata.pricer.calibration.ImmutableRatesProviderGenerator
-
Obtains a generator from an existing provider and definition.
- of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
-
Obtains a calibrator for a specific type of trade.
- of(CurveCalibrator, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
-
Obtains an instance, specifying market quotes measures to use and calibrator.
- of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
Obtains a calibrator for a specific type of trade.
- of(NodalSurface, IborIndex, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(NodalSurface, IborIndex, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.
- of(NodalSurface, IborIndex, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(NodalSurface, IborIndex, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.
- of(NodalCurve, CurrencyPair, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
Obtains an instance based on a curve.
- of(NodalSurface, CurrencyPair, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
Obtains an instance based on a surface.
- of(String, List<SmileDeltaParameters>) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Obtains volatility term structure from a set of smile descriptions.
- of(String, List<SmileDeltaParameters>, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Obtains volatility term structure from a set of smile descriptions
with strike interpolator and extrapolators specified.
- of(String, List<SmileDeltaParameters>, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Obtains volatility term structure from a set of smile descriptions
with interpolator and extrapolators fully specified.
- of(String, DoubleArray, DoubleArray, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Obtains volatility term structure from expiry times, delta values and volatilities.
- of(String, DoubleArray, DoubleArray, DoubleMatrix, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Obtains volatility term structure from expiry times, delta values and volatilities
with strike interpolator and extrapolators specified.
- of(String, DoubleArray, DoubleArray, DoubleMatrix, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Obtains volatility term structure from expiry times, delta values and volatilities
with interpolator and extrapolators fully specified.
- of(String, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and
strangle figures.
- of(String, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and
strangle figures with strike interpolator and extrapolators specified.
- of(String, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and
strangle figures with interpolator and extrapolators fully specified.
- of(SmileDeltaParameters, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
-
Obtains an instance.
- of(double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
-
Obtains an instance from volatility.
- of(double, double, DoubleArray, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
-
Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.
- of(double, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
-
Obtains an instance.
- of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Obtains an instance from Hull-White model parameters and the date-time for which it is valid.
- of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, LocalDate, LocalTime, ZoneId) - Static method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Obtains an instance from Hull-White model parameters and the date, time and zone for which it is valid.
- of(InterpolatedNodalSurface, boolean, IborIndex, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
Obtains an instance based on a surface.
- of(MarketData) - Static method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
-
Obtains an instance from an underlying set of market data.
- of(NodalSurface, FixedIborSwapConvention, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(NodalSurface, FixedIborSwapConvention, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.
- of(NodalSurface, FixedIborSwapConvention, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(NodalSurface, FixedIborSwapConvention, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.
- of(SabrInterestRateParameters, FixedIborSwapConvention, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Obtains an instance from the SABR model parameters and the date-time for which it is valid.
- of(SabrInterestRateParameters, FixedIborSwapConvention, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Obtains an instance from the SABR model parameters and the date, time and zone for which it is valid.
- of(String) - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
-
Obtains an instance from the specified unique name.
- of(IborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
Obtains an instance from a cap/floor leg with no pay leg.
- of(IborCapFloorLeg, SwapLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
Obtains an instance from a cap/floor leg and a pay leg.
- of(ResolvedIborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
Obtains an instance from a cap/floor leg with no pay leg.
- of(ResolvedIborCapFloorLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
Obtains an instance from a cap/floor leg and a pay leg.
- of(CmsLeg) - Static method in class com.opengamma.strata.product.cms.Cms
-
Obtains an instance from a CMS leg with no pay leg.
- of(CmsLeg, SwapLeg) - Static method in class com.opengamma.strata.product.cms.Cms
-
Obtains an instance from a CMS leg and a pay leg.
- of(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
-
Obtains the type from a unique name.
- of(ResolvedCmsLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms
-
Obtains an instance from a CMS leg with no pay leg.
- of(ResolvedCmsLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms
-
Obtains an instance from a CMS leg and a pay leg.
- of(String) - Static method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle
-
Obtains an instance from the specified unique name.
- of(TradeInfo, Cds) - Static method in class com.opengamma.strata.product.credit.CdsTrade
-
Obtains an instance of a CDS trade.
- of(Payment, PeriodicPayments) - Static method in class com.opengamma.strata.product.credit.FeeLeg
-
Creates a fee leg from the fee and payments.
- of(StandardId, int, int) - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
Creates an instance.
- of(CurrencyAmount, double, DayCount, Frequency, StubConvention, RollConvention) - Static method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Creates an instance.
- of(String) - Static method in enum com.opengamma.strata.product.credit.ReferenceInformationType
-
Obtains the type from a unique name.
- of(TradeInfo, ResolvedCds) - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
Obtains an instance of a resolved CDS trade.
- of(String) - Static method in enum com.opengamma.strata.product.credit.RestructuringClause
-
Obtains the type from a unique name.
- of(String) - Static method in enum com.opengamma.strata.product.credit.SeniorityLevel
-
Obtains the type from a unique name.
- of(StandardId, SeniorityLevel, Currency, RestructuringClause) - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
Creates an instance.
- of(String) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Obtains an instance from the specified unique name.
- of(TradeInfo, IborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Obtains an instance of an Ibor Fixing Deposit trade.
- of(TradeInfo, ResolvedIborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
Obtains an instance of a resolved Ibor Fixing Deposit trade.
- of(TradeInfo, ResolvedTermDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
Obtains an instance of a resolved Term Deposit trade.
- of(TradeInfo, TermDeposit) - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Obtains an instance of a Term Deposit trade.
- of(String) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Obtains an instance from the specified unique name.
- of(IborIndex) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Obtains a convention based on the specified index.
- of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Obtains a template based on the specified index.
- of(Period, IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Obtains a template based on the specified period and index.
- of(Period, IborFixingDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Obtains a template based on the specified periods and convention.
- of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Obtains a convention based on the specified index.
- of(Currency, BusinessDayAdjustment, DayCount, DaysAdjustment) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Obtains a convention based on the specified currency, business day adjustment,
day count convention and spot date offset.
- of(String) - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Obtains an instance from the specified unique name.
- of(Period, TermDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Obtains a template based on the specified period and convention.
- of(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
-
Obtains an instance from the specified unique name.
- of(TradeInfo, Fra) - Static method in class com.opengamma.strata.product.fra.FraTrade
-
Obtains an instance of a FRA trade.
- of(TradeInfo, ResolvedFra) - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
Obtains an instance of a resolved FRA trade.
- of(String) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Obtains an instance from the specified unique name.
- of(IborIndex) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Obtains a convention based on the specified index.
- of(Period, IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Obtains a template based on the specified period and index.
- of(Period, Period, FraConvention) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Obtains a template based on the specified periods and convention.
- of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Obtains a convention based on the specified index.
- of(TradeInfo, FxNdf) - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Obtains an instance of a Non-Deliverable Forward (NDF) trade.
- of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an FxSingle from two amounts and the value date.
- of(CurrencyAmount, CurrencyAmount, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an FxSingle from two amounts and the value date, specifying a date adjustment.
- of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an FxSingle using a rate.
- of(CurrencyAmount, FxRate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an FxSingle using a rate, specifying a date adjustment.
- of(TradeInfo, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Obtains an instance of a foreign exchange trade.
- of(FxSingle, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSwap
-
Creates an FxSwap from two transactions.
- of(TradeInfo, FxSwap) - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Obtains an instance of an FX swap trade.
- of(TradeInfo, ResolvedFxNdf) - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
Obtains an instance of a resolved Non-Deliverable Forward (NDF) trade.
- of(Payment, Payment) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Creates an ResolvedFxSingle from two equivalent payments in different currencies.
- of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Creates an ResolvedFxSingle from two amounts and the value date.
- of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Creates an ResolvedFxSingle using a rate.
- of(TradeInfo, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
Obtains an instance of a resolved single FX trade.
- of(ResolvedFxSingle, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
Creates a ResolvedFxSwap from two legs.
- of(TradeInfo, ResolvedFxSwap) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
Obtains an instance of a resolved FX swap trade.
- of(String) - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Obtains an instance from the specified unique name.
- of(Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Obtains a template based on the specified period and convention.
- of(Period, Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Obtains a template based on the specified periods and convention.
- of(CurrencyPair, DaysAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Obtains a convention based on the specified currency pair and spot date offset.
- of(CurrencyPair, DaysAdjustment, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Obtains a convention based on the specified currency pair, spot date offset and adjustment.
- of(SecurityInfo) - Static method in class com.opengamma.strata.product.GenericSecurity
-
Obtains an instance from security information, tick size and tick value.
- of(TradeInfo, GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityTrade
-
Obtains an instance from trade information, security, quantity and price.
- of(String) - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Obtains an instance from the specified unique name.
- of(Period, int, IborFutureConvention) - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
Obtains a template based on the specified convention.
- of(IborIndex, DateSequence) - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Creates a convention based on the specified index and the sequence of dates.
- of(TradeInfo, BulletPayment) - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Obtains an instance of a Bullet Payment trade.
- of(Payment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
Obtains an instance of a resolved bullet payment.
- of(TradeInfo, ResolvedBulletPayment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
Obtains an instance of a resolved Bullet Payment trade.
- of(String) - Static method in class com.opengamma.strata.product.PositionAttributeType
-
Obtains an instance from the specified name.
- of(StandardId) - Static method in class com.opengamma.strata.product.PositionInfo
-
Obtains an instance with the specified position identifier.
- of(double) - Static method in class com.opengamma.strata.product.rate.FixedRateObservation
-
Creates an instance.
- of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a IborAveragedFixing from the fixing date with a weight of 1.
- of(IborIndexObservation, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a IborAveragedFixing from the fixing date with a weight of 1.
- of(List<IborAveragedFixing>) - Static method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
Creates an instance from the individual fixings.
- of(IborIndex, IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
Creates an instance from two indices and fixing date.
- of(IborIndexObservation, IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
Creates an instance from the two underlying index observations.
- of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborRateObservation
-
Creates an instance from an index and fixing date.
- of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborRateObservation
-
Creates an instance from the underlying index observation.
- of(PriceIndex, double, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
-
Creates an instance from an index, start index value and reference end month.
- of(PriceIndex, double, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
-
Creates an instance from an index, start index value and reference end month.
- of(PriceIndex, YearMonth, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Creates an instance from an index, reference start month and reference end month.
- of(PriceIndex, YearMonth, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
Creates an instance from an index, reference start month and reference end month.
- of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Creates an instance from an index and accrual period dates
- of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Creates an instance from an index, accrual period dates and rate cut-off.
- of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Creates an instance from an index and period dates
- of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Creates an instance from an index, period dates and rate cut-off.
- of(String) - Static method in class com.opengamma.strata.product.SecurityAttributeType
-
Obtains an instance from the specified name.
- of(String, String) - Static method in class com.opengamma.strata.product.SecurityId
-
Obtains an instance from a scheme and value.
- of(StandardId) - Static method in class com.opengamma.strata.product.SecurityId
-
Creates an instance from a standard two-part identifier.
- of(SecurityId, double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityInfo
-
Obtains an instance from the identifier, tick size and tick value.
- of(SecurityId, SecurityPriceInfo) - Static method in class com.opengamma.strata.product.SecurityInfo
-
Obtains an instance from the identifier and pricing info.
- of(double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
-
Obtains an instance from the tick size and tick value.
- of(double, CurrencyAmount, double) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
-
Obtains an instance from the tick size, tick value and contract size.
- of(Currency, double) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
-
Obtains an instance from the currency and the value of a single tradeable unit.
- of(TradeInfo, SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityTrade
-
Obtains an instance from trade information, identifier, quantity and price.
- of(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
-
Obtains an instance from the specified unique name.
- of(double, DayCount) - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Obtains a rate calculation for the specified day count and rate.
- of(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
-
Obtains an instance from the specified unique name.
- of(FxIndexObservation, Currency) - Static method in class com.opengamma.strata.product.swap.FxReset
-
Obtains an instance from the observation and reference currency.
- of(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod
-
Obtains an instance from the specified unique name.
- of(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Obtains a rate calculation for the specified index.
- of(String, LocalTime, ZoneId, FixedIborSwapTemplate) - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Obtains an instance from the specified name, time and template.
- of(PriceIndex, int, PriceIndexCalculationMethod) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Obtains a rate calculation for the specified price index.
- of(PriceIndex, int, PriceIndexCalculationMethod, double) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Obtains a rate calculation for the specified price index with known start index value.
- of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
Obtains an instance based on a payment and schedule period.
- of(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
-
Obtains an instance from the specified unique name.
- of(LocalDate, CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalExchange
-
Creates a NotionalExchange from the date and amount.
- of(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Obtains an instance with a single amount that does not change over time.
- of(Currency, double) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Obtains an instance with a single amount that does not change over time.
- of(Currency, ValueSchedule) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Obtains an instance with a notional amount that can change over time.
- of(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
-
Obtains an instance from the specified unique name.
- of(OvernightIndex) - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Obtains a rate calculation for the specified index with accrual by compounding.
- of(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
-
Obtains the type from a unique name.
- of(ResolvedSwapLeg...) - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Creates a swap from one or more swap legs.
- of(TradeInfo, ResolvedSwap) - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
Obtains an instance of a resolved Swap trade.
- of(SwapLeg...) - Static method in class com.opengamma.strata.product.swap.Swap
-
Creates a swap from one or more swap legs.
- of(List<SwapLeg>) - Static method in class com.opengamma.strata.product.swap.Swap
-
Creates a swap from one or more swap legs.
- of(String) - Static method in interface com.opengamma.strata.product.swap.SwapIndex
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType
-
Obtains the type from a unique name.
- of(TradeInfo, Swap) - Static method in class com.opengamma.strata.product.swap.SwapTrade
-
Obtains an instance of a Swap trade.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Obtains an instance from the specified unique name.
- of(Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Period, Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Creates a template based on the specified period, tenor and convention.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Obtains an instance from the specified unique name.
- of(Tenor, FixedInflationSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Creates a template based on the specified tenor and convention.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Obtains an instance from the specified unique name.
- of(Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Period, Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Obtains a template based on the specified period, tenor and convention.
- of(Currency, DayCount, Frequency, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Obtains a convention based on the specified parameters.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Obtains an instance from the specified unique name.
- of(Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Period, Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Obtains a template based on the specified period, tenor and convention.
- of(IborIndex) - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Obtains a convention based on the specified index.
- of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, InflationRateSwapLegConvention, BusinessDayAdjustment, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, OvernightRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(PriceIndex) - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Obtains a convention based on the specified index.
- of(OvernightIndex, Frequency, int) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Obtains a convention based on the specified index, using the 'Compounded' accrual method.
- of(OvernightIndex, Frequency, int, OvernightAccrualMethod) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Creates a convention based on the specified index, specifying the accrual method.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Obtains an instance from the specified unique name.
- of(Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Period, Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Creates a template based on the specified period, tenor and convention.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Obtains an instance from the specified unique name.
- of(Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Period, Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Obtains a template based on the specified period, tenor and convention.
- of(String) - Static method in enum com.opengamma.strata.product.swaption.CashSettlementMethod
-
Obtains the type from a unique name.
- of(TradeInfo, ResolvedSwaption, Payment) - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Obtains an instance of a resolved Swaption trade.
- of(String) - Static method in enum com.opengamma.strata.product.swaption.SettlementType
-
Obtains an instance from the specified unique name.
- of(TradeInfo, Swaption, Payment) - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Obtains an instance of a Swaption trade.
- of(String) - Static method in class com.opengamma.strata.product.TradeAttributeType
-
Obtains an instance from the specified name.
- of(LocalDate) - Static method in class com.opengamma.strata.product.TradeInfo
-
Obtains an instance with the specified trade date.
- of(Result<?>, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Creates the result of evaluating a token against an object.
- of(FormatCategory, ValueFormatter<T>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
-
Obtains settings from category and formatter.
- of(LocalDate, List<? extends CalculationTarget>, List<Column>, Results) - Static method in class com.opengamma.strata.report.ReportCalculationResults
-
Obtains an instance from the valuation date, trades, columns and results.
- of(LocalDate, List<? extends CalculationTarget>, List<Column>, Results, ReferenceData) - Static method in class com.opengamma.strata.report.ReportCalculationResults
-
Obtains an instance from the valuation date, trades, columns, results and reference data.
- of(Column...) - Static method in class com.opengamma.strata.report.ReportRequirements
-
Obtains an instance from the columns.
- of(List<Column>) - Static method in class com.opengamma.strata.report.ReportRequirements
-
Obtains an instance from the columns.
- of(ReportCalculationResults, TradeReportTemplate) - Static method in class com.opengamma.strata.report.trade.TradeReport
-
Returns a new trade report.
- ofArrayObjects(int, int, IntFunction<DoubleArray>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with entries filled using a function.
- ofArrays(int, int, IntFunction<double[]>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with entries filled using a function.
- ofBus252(HolidayCalendarId) - Static method in interface com.opengamma.strata.basics.date.DayCount
-
Obtains an instance of the 'Bus/252' day count based on a specific calendar.
- ofBusinessDays(int, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of business days.
- ofBusinessDays(int, HolidayCalendarId, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of business days.
- ofBuy(boolean) - Static method in enum com.opengamma.strata.basics.BuySell
-
Converts a boolean "is buy" flag to the enum value.
- ofCalendarDays(int) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of calendar days.
- ofCalendarDays(int, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of calendar days.
- ofChildren(String, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with children and no attributes.
- ofChildren(String, Map<String, String>, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with children and attributes.
- ofClasspath(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a fully qualified resource name.
- ofClasspath(Class<?>, String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource locator for a classpath resource which is associated with a class.
- ofClasspathUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a URL.
- ofClosed(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange
-
Obtains a closed range of dates, including the start and end.
- ofContent(String, String) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with content and no attributes.
- ofContent(String, Map<String, String>, String) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with content and attributes.
- ofCurrencyMinorUnit(Currency) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
-
Obtains an instance from the currency.
- ofCurves(CurveGroupDefinition, Curve...) - Static method in class com.opengamma.strata.market.curve.CurveGroup
-
Creates a curve group using a curve group definition and some existing curves.
- ofCurves(CurveGroupDefinition, Collection<? extends Curve>) - Static method in class com.opengamma.strata.market.curve.CurveGroup
-
Creates a curve group using a curve group definition and a list of existing curves.
- ofDayOfMonth(int) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Obtains an instance from the day-of-month.
- ofDayOfWeek(DayOfWeek) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Obtains an instance from the day-of-week.
- ofDays(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of days.
- ofDays(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of days.
- ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a IborAveragedFixing from the fixing date, calculating the weight
from the number of days in the reset period.
- ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a IborAveragedFixing from the fixing date, calculating the weight
from the number of days in the reset period.
- ofDecimalPlaces(int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Obtains an instance that rounds to the specified number of decimal places.
- ofDecimalPlaces(int) - Static method in interface com.opengamma.strata.basics.value.Rounding
-
Obtains an instance that rounds to the specified number of decimal places.
- ofDeltaAmount(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance specifying an amount to add to the base value.
- ofDeltaMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance specifying a multiplication factor, adding it to the base value.
- ofFile(File) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a File.
- ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.StubCalculation
-
Obtains an instance with a single fixed rate.
- ofForecastValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a CashFlow representing a single cash flow from
payment date, forecast value and discount factor.
- ofForecastValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a CashFlow representing a single cash flow from payment date, forecast value amount,
discount factor and currency.
- ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSwap
-
Creates an FxSwap using forward points.
- ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSwap
-
Creates an FxSwap using forward points, specifying a date adjustment.
- ofForwardPoints(CurrencyAmount, Currency, double, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
Creates a ResolvedFxSwap using forward points.
- ofFractionalDecimalPlaces(int, int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Obtains an instance from the number of decimal places and fraction.
- ofFractionalDecimalPlaces(int, int) - Static method in interface com.opengamma.strata.basics.value.Rounding
-
Obtains an instance from the number of decimal places and fraction.
- ofIborInterpolatedRate(IborIndex, IborIndex) - Static method in class com.opengamma.strata.product.swap.StubCalculation
-
Obtains an instance with linear interpolation of two floating rates.
- ofIborRate(IborIndex) - Static method in class com.opengamma.strata.product.swap.StubCalculation
-
Obtains an instance with a single floating rate.
- ofLastBusinessDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Obtains an instance that can adjust a date by the specified period using the
last business day of month convention.
- ofLastBusinessDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Obtains an instance that can adjust a date by the specified tenor using the
last business day of month convention.
- ofLastDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Obtains an instance that can adjust a date by the specified period using the
last day of month convention.
- ofLastDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Obtains an instance that can adjust a date by the specified tenor using the
last day of month convention.
- ofLong(boolean) - Static method in enum com.opengamma.strata.basics.LongShort
-
Converts a boolean "is long" flag to the enum value.
- ofLongShort(GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
Obtains an instance from the security, long quantity and short quantity.
- ofLongShort(PositionInfo, GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
Obtains an instance from position information, security, long quantity and short quantity.
- ofLongShort(SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityPosition
-
Obtains an instance from the security identifier, long quantity and short quantity.
- ofLongShort(PositionInfo, SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityPosition
-
Obtains an instance from position information, security identifier, long quantity and short quantity.
- ofMappings(List<? extends PerturbationMapping<?>>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
Returns a scenario definition containing the perturbations in mappings.
- ofMappings(PerturbationMapping<?>...) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
Returns a scenario definition containing the perturbations in mappings.
- ofMappings(List<? extends PerturbationMapping<?>>, List<String>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
Returns a scenario definition containing the perturbations in mappings.
- ofMonths(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of months.
- ofMonths(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of months.
- ofMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance specifying a multiplication factor to apply to the base value.
- ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.CalculationRunner
-
Creates a standard multi-threaded calculation runner capable of performing calculations.
- ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Creates a standard multi-threaded calculation task runner capable of performing calculations.
- ofNet(GenericSecurity, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
Obtains an instance from the security and net quantity.
- ofNet(PositionInfo, GenericSecurity, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
Obtains an instance from position information, security and net quantity.
- ofNet(SecurityId, double) - Static method in class com.opengamma.strata.product.SecurityPosition
-
Obtains an instance from the security identifier and net quantity.
- ofNet(PositionInfo, SecurityId, double) - Static method in class com.opengamma.strata.product.SecurityPosition
-
Obtains an instance from position information, security identifier and net quantity.
- ofNullable(R, FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Returns a success result containing the value if it is non-null, else returns a failure result
with the specified reason and message.
- ofNullable(R) - Static method in class com.opengamma.strata.collect.result.Result
-
Returns a success result containing the value if it is non-null, else returns a failure result
with a reason of
FailureReason.MISSING_DATA and message to say an unexpected null was found.
- ofPair(Pair<Double, Double>) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Obtains an instance from a Pair.
- ofPair(Pair<Integer, Double>) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Obtains an instance from a Pair.
- ofPair(Pair<Long, Double>) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Obtains an instance from a Pair.
- ofPair(Pair<A, Double>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Obtains an instance from a Pair.
- ofPair(Pair<A, Integer>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Obtains an instance from a Pair.
- ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount to be paid.
- ofPay(boolean) - Static method in enum com.opengamma.strata.basics.PayReceive
-
Converts a boolean "is pay" flag to the enum value.
- ofPeriod(OvernightIndexObservation, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Obtains an instance for a period observation of the index from the observation
and sensitivity value.
- ofPeriod(OvernightIndexObservation, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Obtains an instance for a period observation of the index from the observation
and sensitivity value, specifying the currency of the value.
- ofPresentValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a CashFlow representing a single cash flow from
payment date, present value and discount factor.
- ofPresentValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a CashFlow representing a single cash flow from payment date, present value amount,
discount factor and currency.
- ofPut(boolean) - Static method in enum com.opengamma.strata.basics.PutCall
-
Converts a boolean "is put" flag to the enum value.
- ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount to be received.
- ofReplace(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance that replaces the base value.
- ofScenarioValue(ScenarioMarketDataValue<T>) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox
-
Obtains an instance containing a scenario market data value with data for multiple scenarios.
- ofScenarioValues(T...) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox
-
Obtains an instance containing a scenario market data value with data for multiple scenarios.
- ofScenarioValues(List<T>) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox
-
Obtains an instance containing a scenario market data value with data for multiple scenarios.
- ofSignedAmount(double) - Static method in enum com.opengamma.strata.basics.PayReceive
-
Converts a signed amount to the enum value.
- ofSingleValue(T) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox
-
Obtains an instance containing a single market data value that is used in all scenarios.
- ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
Obtains an instance of LogMoneyness from the strike and forward.
- ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike
-
Obtains an instance of Moneyness from the strike and forward.
- ofTargetTypes(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in interface com.opengamma.strata.calc.config.MarketDataRules
-
Returns set a of market data rules matching any target which is an instance of any of the target types.
- ofTerm(SchedulePeriod) - Static method in class com.opengamma.strata.basics.schedule.Schedule
-
Obtains a 'Term' instance based on a single period.
- ofUnsafe(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance by wrapping an array.
- ofUnsafe(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance by wrapping a double[][].
- ofWeeks(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of weeks.
- ofWeeks(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of weeks.
- ofYears(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of years.
- ofYears(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of years.
- onClose(Runnable) - Method in class com.opengamma.strata.collect.MapStream
-
- ONE_ONE - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '1/1' day count, which always returns a day count of 1.
- openListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
-
Opens a list entry to be populated.
- or(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
-
Returns a new predicate that returns true if either predicates returns true.
- or(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
-
Returns a new predicate that returns true if either predicates returns true.
- or(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
-
Returns a new predicate that returns true if either predicates returns true.
- order() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
The meta-property for the order property.
- orderedResources(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
-
Obtains an ordered list of resource locators.
- outputCurrencies(Set<Currency>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
Sets the currencies used in the calculation results.
- outputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
Sets the outputCurrencies property in the builder
from an array of objects.
- outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
-
The meta-property for the outputCurrencies property.
- outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
The meta-property for the outputCurrencies property.
- overlaps(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Checks if this range overlaps any dates in the specified range.
- OvernightAccrualMethod - Enum in com.opengamma.strata.product.swap
-
The method of accruing interest based on an Overnight index.
- OvernightAveragedRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of a rate from a single Overnight index that is averaged daily.
- OvernightAveragedRateObservation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for OvernightAveragedRateObservation.
- OvernightAveragedRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for OvernightAveragedRateObservation.
- OvernightCompoundedRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of a rate from a single Overnight index that is compounded daily.
- OvernightCompoundedRateObservation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for OvernightCompoundedRateObservation.
- OvernightCompoundedRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for OvernightCompoundedRateObservation.
- OvernightIndex - Interface in com.opengamma.strata.basics.index
-
An Overnight index, such as Sonia or Eonia.
- overnightIndexCurve(OvernightIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an Overnight index forward curve to the provider.
- overnightIndexCurve(OvernightIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an index forward curve to the provider with associated time-series.
- OvernightIndexCurveId - Class in com.opengamma.strata.market.id
-
- OvernightIndexCurveId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for OvernightIndexCurveId.
- OvernightIndexCurveKey - Class in com.opengamma.strata.market.key
-
Market data key identifying the forward curve for an Overnight index.
- OvernightIndexCurveKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for OvernightIndexCurveKey.
- OvernightIndexCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping
-
- OvernightIndexCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
-
The meta-bean for OvernightIndexCurveMapping.
- OvernightIndexCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
-
Market data function that builds a
Curve representing the forward curve of an Overnight index.
- OvernightIndexCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction
-
- OvernightIndexObservation - Class in com.opengamma.strata.basics.index
-
Information about a single observation of an Overnight index.
- OvernightIndexObservation.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for OvernightIndexObservation.
- OvernightIndexObservation.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for OvernightIndexObservation.
- OvernightIndexRates - Interface in com.opengamma.strata.market.view
-
Provides access to rates for an Overnight index.
- overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
-
- overnightIndexRates(OvernightIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the rates for an Overnight index.
- OvernightIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard Overnight rate indices.
- OvernightRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a floating rate swap leg based on an Overnight index.
- OvernightRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for OvernightRateCalculation.
- OvernightRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for OvernightRateCalculation.
- OvernightRateSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to a rate from an Overnight index curve.
- OvernightRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for OvernightRateSensitivity.
- OvernightRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for the floating leg of rate swap trades based on an Overnight index.
- OvernightRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for OvernightRateSwapLegConvention.
- OvernightRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for OvernightRateSwapLegConvention.
- overrideStartDate(AdjustableDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional start date of the first schedule period, overriding normal schedule generation.
- overrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the overrideStartDate property.
- P12M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 12 months (1 year).
- P13W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 13 weeks (91 days).
- P1D - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of one day.
- P1M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 1 month.
- P1W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 1 week (7 days).
- P26W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 26 weeks (182 days).
- P2M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 2 months.
- P2W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 2 weeks (14 days).
- P3M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 3 months.
- P4M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 4 months.
- P4W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 4 weeks (28 days).
- P52W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 52 weeks (364 days).
- P6M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 6 months.
- pair() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
The meta-property for the pair property.
- pair() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
-
The meta-property for the pair property.
- pair() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
-
The meta-property for the pair property.
- pair() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
-
The meta-property for the pair property.
- Pair<A,B> - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of two elements.
- Pair.Meta<A,B> - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for Pair.
- pairsToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Creates a Collector that allows a collection of pairs each containing
a currency pair and a rate to be streamed and collected into a new FxMatrix.
- pairsToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map
from a stream containing pairs.
- PAR_RATE - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the par rate of the calculation target.
- PAR_SPREAD - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the par spread of the calculation target.
- PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
-
The par spread instance, which is the default used in curve calibration.
- parallel() - Method in class com.opengamma.strata.collect.MapStream
-
- ParallelShiftedCurve - Class in com.opengamma.strata.market.curve.perturb
-
A curve with a parallel shift applied to its y-values.
- ParallelShiftedCurve.Meta - Class in com.opengamma.strata.market.curve.perturb
-
The meta-bean for ParallelShiftedCurve.
- parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Applies a parallel shift to all the nodes.
- parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Applies a parallel shift to all the nodes.
- parameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
The meta-property for the parameterCount property.
- parameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
The meta-property for the parameterMetadata property.
- parameterMetadata(List<? extends CurveParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the metadata about the parameters.
- parameterMetadata(CurveParameterMetadata...) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the parameterMetadata property in the builder from an array of objects.
- parameterMetadata(List<? extends SurfaceParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
-
Sets the metadata about the parameters.
- parameterMetadata(SurfaceParameterMetadata...) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
-
Sets the parameterMetadata property in the builder
from an array of objects.
- parameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
The meta-property for the parameterMetadata property.
- parameters(NodalSurface) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
-
Sets the log-normal volatility surface.
- parameters() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
-
The meta-property for the parameters property.
- parameters() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
-
The meta-property for the parameters property.
- parameters(InterpolatedNodalSurface) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
-
Sets the normal volatility surface.
- parameters() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
-
The meta-property for the parameters property.
- parameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
The meta-property for the parameters property.
- parameterSensitivity(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator
-
Computes the sensitivity of the y-value with respect to the curve parameters.
- parRate(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the par rate of the expanded CDS product.
- parRate(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the deposit fair rate given the start and end time and the accrual factor.
- parRate(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the deposit fair rate given the start and end time and the accrual factor.
- parRate(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the par rate of the FRA product.
- parRate(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Calculates the par rate of the Ibor future product.
- parRate(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Computes the par rate for swaps with a fixed leg.
- parRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
-
The meta-property for the parRates property.
- parRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
-
The meta-property for the parRates property.
- parRateSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the deposit fair rate sensitivity to the curves.
- parRateSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the par rate curve sensitivity.
- parRateSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the par rate curve sensitivity of the FRA product.
- parRateSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the par rate curve sensitivity for a swap with a fixed leg.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.Currency
-
Parses a string to obtain a Currency.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Parses the string to produce a CurrencyAmount.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Parses a currency pair from a string with format AAA/BBB.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.FxRate
-
Parses a rate from a string with format AAA/BBB RATE.
- parse(String) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Parses a formatted string representing the tenor.
- parse(String) - Static method in class com.opengamma.strata.basics.location.Country
-
Parses a string to obtain a Country.
- parse(String) - Static method in class com.opengamma.strata.basics.market.StandardId
-
Parses an StandardId from a formatted scheme and value.
- parse(String) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Parses a formatted string representing the frequency.
- parse(String) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Parses a DoublesPair from the standard string format.
- parse(String) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Parses an IntDoublePair from the standard string format.
- parse(String) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Parses a LongDoublePair from the standard string format.
- parse(String) - Static method in class com.opengamma.strata.product.SecurityId
-
Parses an StandardId from a formatted scheme and value.
- parseAdjustableDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'AdjustableDate' to an AdjustableDate.
- parseAdjustedRelativeDateOffset(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'AdjustedRelativeDateOffset' to a resolved LocalDate.
- parseBusinessCenter(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BusinessCenter' to a HolidayCalendar.
- parseBusinessCenters(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BusinessCentersOrReference.model' to a HolidayCalendar.
- parseBusinessDayAdjustments(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BusinessDayAdjustments' to a BusinessDayAdjustment.
- parseBuyerSeller(XmlElement, TradeInfoBuilder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BuyerSeller.model' to a BuySell.
- parseCurrency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'Currency' to a Currency.
- parseCurrencyAmount(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'Money' to a CurrencyAmount.
- parseDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'date' to a LocalDate.
- parseDayCountFraction(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'DayCountFraction' to a DayCount.
- parseDecimal(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'decimal' to a double.
- parseFrequency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML frequency to a Frequency.
- parseIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'FloatingRateIndex.model' to an Index.
- parseIndexes(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'FloatingRateIndex' with multiple tenors to an Index.
- parseIndexTenor(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'FloatingRateIndex' tenor to a Tenor.
- parsePayerReceiver(XmlElement, TradeInfoBuilder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'PayerReceiver.model' to a PayReceive.
- parsePeriod(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'Period' to a Period.
- parsePriceIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'FloatingRateIndex.model' to a PriceIndex.
- parseRelativeDateOffsetDays(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'RelativeDateOffset' to a DaysAdjustment.
- parseTime(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'hourMinuteTime' to a LocalTime.
- parseToken(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType
-
Parses a string into the corresponding root type.
- parseTrade(FpmlDocument, XmlElement) - Method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
-
Parses a single FpML format trade.
- parseTrade(FpmlDocument, LocalDate, ListMultimap<String, StandardId>) - Method in interface com.opengamma.strata.loader.fpml.FpmlTradeInfoParserPlugin
-
Parses trade information from the FpML document.
- parseTradeInfo(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Parses the trade header element.
- parseTrades(ByteSource) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Parses FpML from the specified source, extracting the trades.
- parseTrades(XmlElement, Map<String, XmlElement>) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Parses the FpML document extracting the trades.
- parSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread of the bond future trade.
- parSpread(LocalDate, ResolvedCds, NodalCurve, NodalCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
-
Calculate par spread on the specified valuation date.
- parSpread(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the spread to be added to the deposit rate to have a zero present value.
- parSpread(ResolvedIborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the spread to be added to the deposit rate to have a zero present value.
- parSpread(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the spread to be added to the deposit rate to have a zero present value.
- parSpread(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the par spread of the FRA product.
- parSpread(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
The par spread is the spread that should be added to the FX points to have a zero value.
- parSpread(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the par spread.
- parSpread(ResolvedIborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the par spread of the Ibor future trade.
- parSpread(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the par spread of the Ibor future trade.
- parSpread(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Computes the par spread for swaps.
- parSpreadSensitivity(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread sensitivity of the bond future trade.
- parSpreadSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the par spread curve sensitivity.
- parSpreadSensitivity(ResolvedIborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the par spread curve sensitivity.
- parSpreadSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the par spread curve sensitivity.
- parSpreadSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the par spread curve sensitivity of the FRA product.
- parSpreadSensitivity(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the par spread sensitivity to the curves.
- parSpreadSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the par spread sensitivity of the Ibor future trade.
- parSpreadSensitivity(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the par spread sensitivity of the Ibor future trade.
- parSpreadSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the par spread curve sensitivity for a swap.
- parSpreadSensitivityWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread sensitivity of the bond future trade with z-spread.
- parSpreadWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread of the bond future trade with z-spread.
- partition(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Partition the time-series into a pair of distinct series using a predicate.
- partitionByValue(DoublePredicate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Partition the time-series into a pair of distinct series using a predicate.
- PAY_OFF_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The pay-off rate, which includes adjustments like weighting, spread and gearing.
- PAY_RECEIVE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
Whether the entry is being paid or received.
- payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets whether the accrued premium is paid in the event of a default.
- payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the payAccruedOnDefault property.
- payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets whether the accrued premium is paid in the event of a default.
- payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the payAccruedOnDefault property.
- payAccruedOnDefault - Variable in class com.opengamma.strata.product.credit.ResolvedCds
-
Whether the accrued premium is paid in the event of a default.
- payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets whether the accrued premium is paid in the event of a default.
- payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the payAccruedOnDefault property.
- payLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
-
The meta-property for the payLeg property.
- payLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
-
The meta-property for the payLeg property.
- payLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta
-
The meta-property for the payLeg property.
- payLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
-
The meta-property for the payLeg property.
- Payment - Class in com.opengamma.strata.basics.currency
-
A single payment of a known amount on a specific date.
- payment(Payment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
-
Sets the payment to be made.
- payment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
-
The meta-property for the payment property.
- payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
-
Sets the payment.
- payment() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
-
The meta-property for the payment property.
- Payment.Builder - Class in com.opengamma.strata.basics.currency
-
The bean-builder for Payment.
- Payment.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for Payment.
- PAYMENT_CURRENCY - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The currency of the payment.
- PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The payment date, adjusted to be a valid business day if necessary.
- PAYMENT_EVENTS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The list of payment events.
- PAYMENT_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The list of payment periods.
- paymentAmount(CurrencyAmount) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
-
Sets the amount of the notional exchange.
- paymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
The meta-property for the paymentAmount property.
- paymentBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
- paymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the paymentBusinessDayAdjustment property.
- paymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the date that payment occurs.
- paymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the date that payment occurs.
- paymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the paymentDate property.
- paymentDate(AdjustableDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the payment date.
- paymentDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the date that payment occurs.
- paymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
Sets the date that the forward settles.
- paymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
The meta-property for the paymentDate property.
- paymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
Sets the date that the forward settles.
- paymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
-
Sets the date that the payment is made.
- paymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
-
Sets the date that the payment is made.
- paymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the date that payment occurs.
- paymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the paymentDate property.
- paymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
The meta-property for the paymentDateAdjustment property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the offset of payment from the base calculation period date, defaulted to 'None'.
- paymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the offset of payment from the base calculation period date.
- paymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the offset of the payment date from the start date, optional with defaulting getter.
- paymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the offset of payment from the base calculation period date.
- paymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the offset of payment from the base date, optional with defaulting getter.
- paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the offset of payment from the base date, optional with defaulting getter.
- paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
Sets an adjustment that alters the payment date by adding a period of days.
- paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the offset of payment from the base date, optional with defaulting getter.
- paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the paymentDateOffset property.
- PaymentEvent - Interface in com.opengamma.strata.product.swap
-
A payment event, where a single payment is made between two counterparties.
- PaymentEventPricer<T extends PaymentEvent> - Interface in com.opengamma.strata.pricer.swap
-
Pricer for payment events.
- paymentEvents(List<PaymentEvent>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the additional payment events that are associated with the swap leg.
- paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the paymentEvents property in the builder
from an array of objects.
- paymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the paymentEvents property.
- paymentEvents(List<? extends PaymentEvent>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets the payment events that are associated with the swap leg.
- paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets the paymentEvents property in the builder
from an array of objects.
- paymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
The meta-property for the paymentEvents property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
-
Sets the periodic frequency defining when payments are made.
- paymentFrequency() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
-
The meta-property for the paymentFrequency property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the payment frequency.
- paymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the paymentFrequency property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the periodic frequency of payments.
- paymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the paymentFrequency property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the periodic frequency of payments, optional with defaulting getter.
- paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the paymentFrequency property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the periodic frequency of payments, optional with defaulting getter.
- paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the paymentFrequency property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the periodic frequency of payments, optional with defaulting getter.
- paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the paymentFrequency property.
- paymentInterval(Period) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the nominal period between premium payments, such as 3 months or 6 months.
- paymentInterval() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the paymentInterval property.
- paymentInterval - Variable in class com.opengamma.strata.product.credit.ResolvedCds
-
The nominal period between premium payments, such as 3 months or 6 months.
- PaymentPeriod - Interface in com.opengamma.strata.product.swap
-
A period over which interest is accrued with a single payment.
- PaymentPeriodPricer<T extends PaymentPeriod> - Interface in com.opengamma.strata.pricer.swap
-
Pricer for payment periods.
- paymentPeriods(List<RatePaymentPeriod>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the payment periods that combine to form the swap leg.
- paymentPeriods(RatePaymentPeriod...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the paymentPeriods property in the builder
from an array of objects.
- paymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the paymentPeriods property.
- paymentPeriods(List<? extends PaymentPeriod>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets the payment periods that combine to form the swap leg.
- paymentPeriods(PaymentPeriod...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets the paymentPeriods property in the builder
from an array of objects.
- paymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
The meta-property for the paymentPeriods property.
- PaymentRelativeTo - Enum in com.opengamma.strata.product.swap
-
The base date that each payment is made relative to.
- paymentRelativeTo(PaymentRelativeTo) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
- paymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the paymentRelativeTo property.
- paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the periodic payment schedule.
- paymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the paymentSchedule property.
- paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the periodic payment schedule.
- paymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the paymentSchedule property.
- paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
Sets the payment period schedule.
- paymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the paymentSchedule property.
- PaymentSchedule - Class in com.opengamma.strata.product.swap
-
Defines the schedule of payment dates relative to the accrual periods.
- paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
Sets the payment schedule.
- paymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the paymentSchedule property.
- PaymentSchedule.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for PaymentSchedule.
- PaymentSchedule.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for PaymentSchedule.
- PayReceive - Enum in com.opengamma.strata.basics
-
Flag indicating whether a financial instrument is "pay" or "receive".
- payReceive(PayReceive) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
Sets whether the payment is to be paid or received.
- payReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
The meta-property for the payReceive property.
- peek(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- PEN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PEN' - Peruvian Nuevo Sol.
- period(Period) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
Sets the period to be added.
- period() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
The meta-property for the period property.
- PeriodAdditionConvention - Interface in com.opengamma.strata.basics.date
-
A convention defining how a period is added to a date.
- PeriodAdditionConventions - Class in com.opengamma.strata.basics.date
-
Constants and implementations for standard period addition conventions.
- PeriodAdjustment - Class in com.opengamma.strata.basics.date
-
An adjustment that alters a date by adding a period of calendar days, months and years.
- PeriodAdjustment.Builder - Class in com.opengamma.strata.basics.date
-
The bean-builder for PeriodAdjustment.
- PeriodAdjustment.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for PeriodAdjustment.
- periodicPayments(List<CapitalIndexedBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the periodic payments of the product.
- periodicPayments(CapitalIndexedBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the periodicPayments property in the builder
from an array of objects.
- periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the periodicPayments property.
- periodicPayments(List<FixedCouponBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the periodic payments of the product.
- periodicPayments(FixedCouponBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the periodicPayments property in the builder
from an array of objects.
- periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the periodicPayments property.
- periodicPayments(PeriodicPayments) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
-
Sets the periodic schedule of payments.
- periodicPayments() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
-
The meta-property for the periodicPayments property.
- PeriodicPayments - Class in com.opengamma.strata.product.credit
-
Specifies a periodic schedule of fixed amounts
- PeriodicPayments.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for PeriodicPayments.
- PeriodicPayments.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for PeriodicPayments.
- PeriodicSchedule - Class in com.opengamma.strata.basics.schedule
-
Definition of a periodic schedule.
- PeriodicSchedule.Builder - Class in com.opengamma.strata.basics.schedule
-
The bean-builder for PeriodicSchedule.
- PeriodicSchedule.Meta - Class in com.opengamma.strata.basics.schedule
-
The meta-bean for PeriodicSchedule.
- periodIndex(Integer) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
Sets the index of the schedule period boundary at which the change occurs.
- periodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
The meta-property for the periodIndex property.
- periodRate(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
- periodRate(OvernightIndexObservation, LocalDate) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
-
Gets the historic or forward rate at the specified fixing period.
- periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
- periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
-
Calculates the point sensitivity of the historic or forward rate at the specified fixing period.
- periods(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the schedule periods.
- periods(SchedulePeriod...) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the periods property in the builder
from an array of objects.
- periods() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
The meta-property for the periods property.
- periodToEnd(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
Sets the period between the spot value date and the end date.
- periodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
The meta-property for the periodToEnd property.
- periodToFar(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
Sets the period between the spot value date and the far date.
- periodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
The meta-property for the periodToFar property.
- periodToNear(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
Sets the period between the spot value date and the near date.
- periodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
The meta-property for the periodToNear property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
The meta-property for the periodToStart property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
The meta-property for the periodToStart property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
The meta-property for the periodToStart property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
The meta-property for the periodToStart property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
The meta-property for the periodToStart property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
The meta-property for the periodToStart property.
- perturbation(ScenarioPerturbation<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
-
Sets perturbation that should be applied to market data as part of a scenario.
- perturbation() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
-
The meta-property for the perturbation property.
- Perturbation<T> - Interface in com.opengamma.strata.market
-
Describes a perturbation applied to a single piece of data as part of a scenario.
- PerturbationMapping<T> - Class in com.opengamma.strata.calc.marketdata.scenario
-
Contains a market data perturbation and a filter that decides what market data it applies to.
- PerturbationMapping.Builder<T> - Class in com.opengamma.strata.calc.marketdata.scenario
-
The bean-builder for PerturbationMapping.
- PerturbationMapping.Meta<T> - Class in com.opengamma.strata.calc.marketdata.scenario
-
The meta-bean for PerturbationMapping.
- PHP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PHP' - Philippine Peso.
- PhysicalSettlement - Class in com.opengamma.strata.product.swaption
-
Defines the settlement type and settlement method of swaptions.
- PhysicalSettlement.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for PhysicalSettlement.
- PKR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PKR' - Pakistani Rupee.
- PL - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'PL' = Poland.
- PLN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PLN' - Polish Zloty.
- plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount added.
- plus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount added.
- plus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount added.
- plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount added.
- plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount added.
- plus(MultiCurrencyValuesArray) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
Returns a new array containing the values from this array added to the values in the other array.
- plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
Returns a new array containing the values from this array with the values from the amount added.
- plus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with the specified amount added to each value.
- plus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is the sum of the matching values
in this array and the other array.
- plus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance where each element is the sum of the matching values
in this array and the other matrix.
- PointSensitivities - Class in com.opengamma.strata.market.sensitivity
-
A collection of point sensitivities.
- PointSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for PointSensitivities.
- PointSensitivity - Interface in com.opengamma.strata.market.sensitivity
-
Point sensitivity.
- PointSensitivityBuilder - Interface in com.opengamma.strata.market.sensitivity
-
Builder used to create point sensitivities.
- Position - Interface in com.opengamma.strata.product
-
A position in a security.
- PositionAttributeType<T> - Class in com.opengamma.strata.product
-
The type that provides meaning to a position attribute.
- PositionInfo - Class in com.opengamma.strata.product
-
Additional information about a position.
- PositionInfo.Meta - Class in com.opengamma.strata.product
-
The meta-bean for PositionInfo.
- PositionInfoBuilder - Class in com.opengamma.strata.product
-
Builder to create PositionInfo.
- PositionTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a trade to produce another object.
- PositionTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator
-
- positive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with a positive amount.
- PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'Preceding' convention which adjusts to the previous business day.
- predicate(CheckedPredicate<T>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the Predicate interface.
- premium(Payment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
Sets the optional premium of the product.
- premium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
The meta-property for the premium property.
- premium(Payment) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
Sets the optional premium of the product.
- premium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
The meta-property for the premium property.
- premium(Payment) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
Sets the optional premium of the product.
- premium() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
The meta-property for the premium property.
- premium(Payment) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
Sets the optional premium of the product.
- premium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
The meta-property for the premium property.
- premium(Payment) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
-
Sets the premium of the FX option.
- premium() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
-
The meta-property for the premium property.
- premium(Payment) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
-
Sets the premium of the FX option.
- premium() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
-
The meta-property for the premium property.
- premium(Payment) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
Sets the premium of the swaption.
- premium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
The meta-property for the premium property.
- premium(Payment) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
Sets the premium of the swaption.
- premium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
The meta-property for the premium property.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets the style of the option premium.
- premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the premiumStyle property.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the style of the option premium.
- premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the premiumStyle property.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
Sets the style of the option premium.
- premiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
The meta-property for the premiumStyle property.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets the style of the option premium.
- premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the premiumStyle property.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the style of the option premium.
- premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the premiumStyle property.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
Sets the style of the option premium.
- premiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
The meta-property for the premiumStyle property.
- PRESENT_VALUE - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the present value of the calculation target.
- PRESENT_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The present value.
- PRESENT_VALUE_MULTI_CCY - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the present value of the calculation target.
- presentValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
The meta-property for the presentValue property.
- presentValue(ResolvedBondFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer
-
Calculates the present value of the bond future trade from the current price.
- presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the present value of the bond future option trade from the underlying future price.
- presentValue(ResolvedBondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
-
Calculates the present value of the bond future option trade from the current option price.
- presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
-
Calculates the present value of the bond future option trade.
- presentValue(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value of the bond future trade.
- presentValue(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the present value of the bond.
- presentValue(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value of the bond trade.
- presentValue(ResolvedFixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value of the fixed coupon bond product.
- presentValue(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade.
- presentValue(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value of the cap/floor leg.
- presentValue(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value of the cap/floor product.
- presentValue(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Calculates the present value of the Ibor cap/floor trade.
- presentValue(ResolvedCmsLeg, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Calculates the present value of the CMS leg.
- presentValue(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the present value of the CMS product.
- presentValue(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the present value of the CMS trade.
- presentValue(ResolvedCds, NodalCurve, NodalCurve, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the present value of the expanded CDS product.
- presentValue(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the present value of the expanded CDS product.
- presentValue(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the present value of the Ibor fixing deposit product.
- presentValue(ResolvedIborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the present value of the Ibor fixing deposit trade.
- presentValue(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the present value by discounting the final cash flow (nominal + interest)
and the initial payment (initial amount).
- presentValue(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the present value of the payment by discounting.
- presentValue(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the present value of the payment with z-spread by discounting.
- presentValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the present value of the payment by discounting.
- presentValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the present value of the FRA product.
- presentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the present value of the FRA trade.
- presentValue(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the present value of the foreign exchange vanilla option product.
- presentValue(ResolvedFxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
-
Calculates the present value of the foreign exchange vanilla option trade.
- presentValue(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the present value of the NDF product.
- presentValue(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Computes the present value of the FX product by discounting each payment in its own currency.
- presentValue(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the present value of the FX swap product.
- presentValue(ResolvedIborFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer
-
Calculates the present value of the Ibor future trade from the current price.
- presentValue(ResolvedIborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the present value of the Ibor future trade.
- presentValue(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the present value of the Ibor future trade.
- presentValue(ResolvedIborFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
-
Calculates the present value of the Ibor future option trade from the current option price.
- presentValue(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
-
Calculates the present value of the Ibor future option trade.
- presentValue(ResolvedIborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Calculates the present value of the Ibor future option trade from the underlying future price.
- presentValue(ResolvedDeliverableSwapFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer
-
Calculates the present value of the deliverable swap futures trade from the current price.
- presentValue(ResolvedDeliverableSwapFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
-
Calculates the present value of the deliverable swap futures trade.
- presentValue(ResolvedSwapLeg, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the present value of the swap leg, converted to the specified currency.
- presentValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the present value of the swap leg.
- presentValue(ResolvedSwap, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value of the swap product, converted to the specified currency.
- presentValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value of the swap product.
- presentValue(ResolvedSwapTrade, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the present value of the swap trade, converted to the specified currency.
- presentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the present value of the swap trade.
- presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
-
Calculates the present value of a single payment event.
- presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Calculates the present value of a single payment period.
- presentValue(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
-
Calculates the present value of the swaption product.
- presentValue(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value of the swaption.
- presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value of the swaption.
- presentValueDelta(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value delta of the cap/floor leg.
- presentValueDelta(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value delta of the cap/floor product.
- presentValueDelta(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the present value delta of the foreign exchange vanilla option product.
- presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value delta of the swaption.
- presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value delta of the swaption.
- presentValueFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value of the bond trade from the clean price.
- presentValueFromCleanPrice(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade from the clean price of the underlying product.
- presentValueFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value of the settlement of the bond trade from the clean price with z-spread.
- presentValueFromCleanPriceWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade with z-spread from the
clean price of the underlying product.
- presentValueGamma(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value gamma of the cap/floor leg.
- presentValueGamma(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value gamma of the cap/floor product.
- presentValueGamma(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the present value delta of the foreign exchange vanilla option product.
- presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value gamma of the swaption.
- presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value gamma of the swaption.
- presentValueSensitivity(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
-
Calculates the present value sensitivity of the bond future option trade.
- presentValueSensitivity(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value sensitivity of the bond future trade.
- presentValueSensitivity(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the present value sensitivity of the bond product.
- presentValueSensitivity(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value sensitivity of the bond trade.
- presentValueSensitivity(ResolvedFixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value sensitivity of the fixed coupon bond product.
- presentValueSensitivity(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value sensitivity of the fixed coupon bond trade.
- presentValueSensitivity(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value curve sensitivity of the cap/floor leg.
- presentValueSensitivity(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value curve sensitivity of the cap/floor product.
- presentValueSensitivity(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Calculates the present value curve sensitivity of the Ibor cap/floor trade.
- presentValueSensitivity(ResolvedCmsLeg, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Calculates the present value curve sensitivity of the CMS leg.
- presentValueSensitivity(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the present value curve sensitivity of the CMS product.
- presentValueSensitivity(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the present value curve sensitivity of the CMS trade.
- presentValueSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the present value sensitivity of the Ibor fixing product.
- presentValueSensitivity(ResolvedIborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the present value sensitivity of the Ibor fixing deposit trade.
- presentValueSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the present value sensitivity by discounting the final cash flow (nominal + interest)
and the initial payment (initial amount).
- presentValueSensitivity(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Compute the present value curve sensitivity of the payment.
- presentValueSensitivity(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Compute the present value curve sensitivity of the payment with z-spread.
- presentValueSensitivity(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Compute the present value curve sensitivity of the payment.
- presentValueSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the present value sensitivity of the FRA product.
- presentValueSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the present value sensitivity of the FRA trade.
- presentValueSensitivity(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the present value sensitivity of the foreign exchange vanilla option product.
- presentValueSensitivity(ResolvedFxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
-
Calculates the present value sensitivity of the foreign exchange vanilla option trade.
- presentValueSensitivity(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the present value curve sensitivity of the NDF product.
- presentValueSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Compute the present value curve sensitivity of the FX product.
- presentValueSensitivity(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the present value sensitivity of the FX swap product.
- presentValueSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the present value sensitivity of the Ibor future trade.
- presentValueSensitivity(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the present value sensitivity of the Ibor future trade.
- presentValueSensitivity(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
-
Calculates the present value sensitivity of the Ibor future option trade.
- presentValueSensitivity(ResolvedDeliverableSwapFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
-
Calculates the present value sensitivity of the deliverable swap futures trade.
- presentValueSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the present value sensitivity of the swap leg.
- presentValueSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value sensitivity of the swap product.
- presentValueSensitivity(ResolvedSwap, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value sensitivity of the swap product converted in a given currency.
- presentValueSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the present value sensitivity of the swap trade.
- presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
-
Calculates the present value sensitivity of a single payment event.
- presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Calculates the present value sensitivity of a single payment period.
- presentValueSensitivity(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivity(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivity(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivity(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
-
Calculates the present value sensitivity of the swaption trade.
- presentValueSensitivity(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivity(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivityBlackVolatility(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the Black volatility used in the pricing.
- presentValueSensitivityBlackVolatility(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the Black volatility used in the pricing
based on the price of the underlying future.
- presentValueSensitivityBlackVolatility(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Computes the present value sensitivity to the black volatility used in the pricing.
- presentValueSensitivityBlackVolatility(ResolvedFxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
-
Computes the present value sensitivity to the black volatility used in the pricing.
- presentValueSensitivityFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value sensitivity of the settlement of the bond trade from the real clean price.
- presentValueSensitivityFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value sensitivity of the settlement of the bond trade from the real clean price
with z-spread.
- presentValueSensitivityHullWhiteParameter(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
- presentValueSensitivityHullWhiteParameter(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
- presentValueSensitivityHullWhiteParameter(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity piecewise constant volatility parameters of the Hull-White model.
- presentValueSensitivityNormalVolatility(ResolvedIborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the normal volatility used in the pricing.
- presentValueSensitivityNormalVolatility(ResolvedIborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the normal volatility used in the pricing
based on the price of the underlying future.
- presentValueSensitivitySabrParameter(ResolvedCmsLeg, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Calculates the present value sensitivity to the SABR model parameters.
- presentValueSensitivitySabrParameter(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the present value sensitivity to the SABR model parameters.
- presentValueSensitivitySabrParameter(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the present value sensitivity to the SABR model parameters.
- presentValueSensitivitySabrParameter(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity to the SABR model parameters of the swaption product.
- presentValueSensitivitySabrParameter(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
-
Calculates the present value sensitivity to the SABR model parameters of the swaption trade.
- presentValueSensitivitySabrParameter(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity to the SABR model parameters of the swaption product.
- presentValueSensitivitySabrParameter(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity to the SABR model parameters of the swaption trade.
- presentValueSensitivityStickyStrike(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
-
Calculates the present value sensitivity of the swaption trade.
- presentValueSensitivityStickyStrike(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity of the swaption trade.
- presentValueSensitivityStickyStrike(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
-
Calculates the present value sensitivity of the swaption trade.
- presentValueSensitivityStickyStrike(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity of the swaption trade.
- presentValueSensitivityStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity of the swaption.
- presentValueSensitivityStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value sensitivity of the swaption.
- presentValueSensitivityStrike(ResolvedCmsLeg, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Calculates the present value sensitivity to the strike value.
- presentValueSensitivityStrike(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the present value sensitivity to the strike value.
- presentValueSensitivityStrike(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the present value sensitivity to the strike value.
- presentValueSensitivityVolatility(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value volatility sensitivity of the cap/floor leg.
- presentValueSensitivityVolatility(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value volatility sensitivity of the cap/floor product.
- presentValueSensitivityVolatility(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivityVolatility(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivityVolatility(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivityVolatility(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivityVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity to the implied volatility of the swaption.
- presentValueSensitivityVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value sensitivity to the implied volatility of the swaption.
- presentValueSensitivityWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value sensitivity of the bond future trade with z-spread.
- presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the present value sensitivity of the bond product with z-spread.
- presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value sensitivity of the bond trade with z-spread.
- presentValueSensitivityWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value sensitivity of the fixed coupon bond with z-spread.
- presentValueSensitivityWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value sensitivity of the fixed coupon bond trade with z-spread.
- presentValueTheta(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value theta of the cap/floor leg.
- presentValueTheta(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value theta of the cap/floor product.
- presentValueTheta(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the present value theta of the foreign exchange vanilla option product.
- presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value of the swaption.
- presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value of the swaption.
- presentValueVega(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the present value vega of the foreign exchange vanilla option product.
- presentValueWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value of the bond future trade with z-spread.
- presentValueWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the present value of the bond product with z-spread.
- presentValueWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value of the bond trade with z-spread.
- presentValueWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value of the fixed coupon bond product with z-spread.
- presentValueWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade with z-spread.
- previous(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the previous business day, always returning an earlier date.
- previous(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- previous(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Calculates the previous date in the sequence after the input date.
- previousOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the previous business day, returning the input date if it is a business day.
- PRICE - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a Price - 'Price'.
- price(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
-
Calculates the price.
- price(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
-
Calculates the price.
- price(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price of the bond future option product.
- price(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price of the bond future option product
based on the price of the underlying future.
- price(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
-
Calculates the price of the bond future option trade.
- price(ResolvedBondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price of the bond future product.
- price(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the price of the bond future trade.
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- price(LocalDate, ResolvedCds, NodalCurve, NodalCurve, double, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
-
Calculate present value on the specified valuation date.
- price(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the price of the foreign exchange vanilla option product.
- price(ResolvedIborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
-
Calculates the price of the Ibor future product.
- price(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the price of the Ibor future trade.
- price(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Calculates the price of the Ibor future product.
- price(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the price of the Ibor future trade.
- price(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
-
Calculates the price of the Ibor future option trade.
- price(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price of the Ibor future option product.
- price(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price of the Ibor future option product
based on the price of the underlying future.
- price(ResolvedDeliverableSwapFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer
-
Calculates the price of the deliverable swap futures product.
- price(ResolvedDeliverableSwapFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
-
Calculates the price of the underlying deliverable swap futures product.
- price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- price(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
Sets the clean price at which the bond was traded.
- price() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
Sets the clean price at which the bond was traded.
- price() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
Sets the price that was traded, which is the clean price.
- price() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
Sets the price that was traded.
- price() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
-
Sets the price that was traded.
- price() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
Sets the price agreed when the trade occurred.
- price() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
Sets the price agreed when the trade occurred.
- price() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
-
The meta-property for the price property.
- PRICE_INDEX - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a price index, as used for inflation products - 'PriceIndex'.
- priceDelta(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
-
Calculates the price delta.
- priceDelta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
-
Calculates the price delta.
- priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- priceGamma(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
-
Calculates the price gamma.
- priceGamma(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
-
Calculates the price gamma.
- priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- PriceIndex - Interface in com.opengamma.strata.basics.index
-
An index of prices.
- PriceIndexCalculationMethod - Enum in com.opengamma.strata.product.swap
-
Reference price index calculation method.
- PriceIndexCurveId - Class in com.opengamma.strata.market.id
-
A market data ID identifying the forward curve for a
PriceIndex.
- PriceIndexCurveId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for PriceIndexCurveId.
- PriceIndexCurveKey - Class in com.opengamma.strata.market.key
-
Market data key identifying the forward curve for a
PriceIndex.
- PriceIndexCurveKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for PriceIndexCurveKey.
- PriceIndexCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping
-
- PriceIndexCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
-
The meta-bean for PriceIndexCurveMapping.
- PriceIndexObservation - Class in com.opengamma.strata.basics.index
-
Information about a single observation of a Price index.
- PriceIndexObservation.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for PriceIndexObservation.
- PriceIndexValues - Interface in com.opengamma.strata.market.view
-
Provides access to the values of a price index.
- priceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the priceIndexValues property.
- priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- priceIndexValues(PriceIndexValues...) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds price index values to the provider.
- priceIndexValues(Map<? extends PriceIndex, ? extends PriceIndexValues>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds price index values to the provider.
- priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
-
- priceIndexValues(PriceIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the values for an Price index.
- PriceIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard price indices.
- priceInfo() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
-
The meta-property for the priceInfo property.
- priceInfo(SecurityPriceInfo) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
-
Sets the information about the security price.
- prices(String) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
- prices(CurveName) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
- prices(CurveName, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
- priceSensitivity(ResolvedBondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price sensitivity of the bond future product.
- priceSensitivity(ResolvedIborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
-
Calculates the price sensitivity of the Ibor future product.
- priceSensitivity(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Calculates the price sensitivity of the Ibor future product.
- priceSensitivity(ResolvedDeliverableSwapFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer
-
Calculates the price sensitivity of the deliverable swap futures product.
- priceSensitivityBlackVolatility(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option.
- priceSensitivityBlackVolatility(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option
based on the price of the underlying future.
- priceSensitivityHullWhiteParameter(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Calculates the price sensitivity to piecewise constant volatility parameters of the Hull-White model.
- priceSensitivityNormalVolatility(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option.
- priceSensitivityNormalVolatility(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option
based on the price of the underlying future.
- priceSensitivityStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the bond future option product based on curves.
- priceSensitivityStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the bond future option product based on the price of the underlying future.
- priceSensitivityStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the Ibor future option product based on curves.
- priceSensitivityStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the Ibor future option product
based on the price of the underlying future.
- priceSensitivityWithZSpread(ResolvedBondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price sensitivity of the bond future product with z-spread.
- priceTheta(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
-
Calculates the price theta.
- priceTheta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
-
Calculates the price theta.
- priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- priceVega(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
-
Calculates the price vega.
- priceVega(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
-
Calculates the price vega.
- priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- priceWithZSpread(ResolvedBondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price of the bond future product with z-spread.
- priceWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the price of the bond future trade with z-spread.
- PricingException - Exception in com.opengamma.strata.pricer
-
Exception thrown when pricing fails.
- PricingException(String) - Constructor for exception com.opengamma.strata.pricer.PricingException
-
Creates an instance based on a message.
- PricingException(String, Throwable) - Constructor for exception com.opengamma.strata.pricer.PricingException
-
Creates an instance based on a message and cause.
- PricingRule<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
-
Single pricing rule that specifies the function group and parameters that should be used
to calculate the value of a measure for a target.
- PricingRule.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
-
The meta-bean for PricingRule.
- PricingRuleBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
-
Mutable builder for building instances of PricingRule.
- pricingRules(PricingRules) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
-
Sets the rules defining how calculations should be performed.
- pricingRules() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
The meta-property for the pricingRules property.
- pricingRules(PricingRules) - Method in class com.opengamma.strata.calc.Column.Builder
-
Sets the pricing rules that apply to this column, merged with the default rules.
- pricingRules() - Method in class com.opengamma.strata.calc.Column.Meta
-
The meta-property for the pricingRules property.
- PricingRules - Interface in com.opengamma.strata.calc.config.pricing
-
Pricing rules specify how a measure should be calculated for a target.
- pricingRules() - Static method in class com.opengamma.strata.function.StandardComponents
-
Returns the standard pricing rules.
- product(BondFutureOption) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
Sets the option that was traded.
- product() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
The meta-property for the product property.
- product(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
Sets the future that was traded.
- product() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
The meta-property for the product property.
- product(CapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
Sets the bond that was traded.
- product() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
The meta-property for the product property.
- product(FixedCouponBond) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
Sets the bond that was traded.
- product() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
The meta-property for the product property.
- product(ResolvedBondFutureOption) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
Sets the option that was traded.
- product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
The meta-property for the product property.
- product(ResolvedBondFuture) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
Sets the future that was traded.
- product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
The meta-property for the product property.
- product(ResolvedCapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
Sets the resolved fixed coupon bond product.
- product() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
The meta-property for the product property.
- product(ResolvedFixedCouponBond) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
Sets the bond that was traded.
- product() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
The meta-property for the product property.
- product(IborCapFloor) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
Sets the cap/floor product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
The meta-property for the product property.
- product(ResolvedIborCapFloor) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
Sets the resolved Ibor cap/floor product.
- product() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
The meta-property for the product property.
- product(Cms) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
Sets the CMS product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
The meta-property for the product property.
- product(ResolvedCms) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
Sets the resolved CMS product.
- product() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
The meta-property for the product property.
- product(Cds) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
Sets the credit default swap that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
The meta-property for the product property.
- product(ResolvedCds) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
Sets the resolved CDS product.
- product() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
-
The meta-property for the product property.
- product(IborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
Sets the Ibor fixing deposit product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
The meta-property for the product property.
- product(ResolvedIborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
Sets the resolved Ibor Fixing Deposit product.
- product() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
-
The meta-property for the product property.
- product(ResolvedTermDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
Sets the resolved Term Deposit product.
- product() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
-
The meta-property for the product property.
- product(TermDeposit) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
Sets the term deposit product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
The meta-property for the product property.
- product(Equity) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
-
Sets the equity that was traded.
- product() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
-
The meta-property for the product property.
- product(Fra) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
Sets the FRA product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
The meta-property for the product property.
- product(ResolvedFra) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
Sets the resolved FRA product.
- product() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
-
The meta-property for the product property.
- product(FxNdf) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
Sets the product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
The meta-property for the product property.
- product(FxSingle) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
Sets the product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
The meta-property for the product property.
- product(FxSwap) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
Sets the FX swap product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
The meta-property for the product property.
- product(FxVanillaOption) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
-
Sets the FX option product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
-
The meta-property for the product property.
- product(ResolvedFxNdf) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
Sets the resolved Non-Deliverable Forward (NDF) product.
- product() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
-
The meta-property for the product property.
- product(ResolvedFxSingle) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
Sets the resolved single FX product.
- product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
-
The meta-property for the product property.
- product(ResolvedFxSwap) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
Sets the resolved FX swap product.
- product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
-
The meta-property for the product property.
- product(ResolvedFxVanillaOption) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
-
Sets the resolved vanilla FX option product.
- product() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
-
The meta-property for the product property.
- product(IborFutureOption) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
Sets the option that was traded.
- product() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
The meta-property for the product property.
- product(IborFuture) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
Sets the future that was traded.
- product() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
The meta-property for the product property.
- product(ResolvedIborFutureOption) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
Sets the option that was traded.
- product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
The meta-property for the product property.
- product(ResolvedIborFuture) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
Sets the future that was traded.
- product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
The meta-property for the product property.
- product(BulletPayment) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
Sets the product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
The meta-property for the product property.
- product(ResolvedBulletPayment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
Sets the resolved bullet payment product.
- product() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
-
The meta-property for the product property.
- Product - Interface in com.opengamma.strata.product
-
The product details of a financial instrument.
- product(DeliverableSwapFuture) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
-
Sets the future that was traded.
- product() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
-
The meta-property for the product property.
- product(ResolvedDeliverableSwapFuture) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
-
Sets the future that was traded.
- product() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
-
The meta-property for the product property.
- product(ResolvedSwap) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
Sets the resolved Swap product.
- product() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
-
The meta-property for the product property.
- product(Swap) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
Sets the swap product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
The meta-property for the product property.
- product(ResolvedSwaption) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
Sets the resolved Swaption product.
- product() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
The meta-property for the product property.
- product(Swaption) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
Sets the swaption product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
The meta-property for the product property.
- PRODUCT_POLYNOMIAL - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
-
Product polynomial extrapolator.
- ProductTrade - Interface in com.opengamma.strata.product
-
A trade that is directly based on a product.
- propagate(Throwable) - Static method in class com.opengamma.strata.collect.Unchecked
-
Propagates throwable as-is if possible, or by wrapping in a RuntimeException if not.
- PropertiesFile - Class in com.opengamma.strata.collect.io
-
A properties file.
- property(String) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
- property(String) - Method in class com.opengamma.strata.basics.currency.FxRate
-
- property(String) - Method in class com.opengamma.strata.basics.currency.FxRatesArray
-
- property(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
- property(String) - Method in class com.opengamma.strata.basics.currency.Payment
-
- property(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
- property(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
- property(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
- property(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- property(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
- property(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
- property(String) - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
- property(String) - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
- property(String) - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
- property(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- property(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- property(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- property(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
- property(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
- property(String) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
- property(String) - Method in class com.opengamma.strata.basics.market.FxRateId
-
- property(String) - Method in class com.opengamma.strata.basics.market.FxRateKey
-
- property(String) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- property(String) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
-
- property(String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
- property(String) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
- property(String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
- property(String) - Method in class com.opengamma.strata.basics.market.StandardId
-
- property(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
- property(String) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
- property(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
- property(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
- property(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
- property(String) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
- property(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
- property(String) - Method in class com.opengamma.strata.basics.value.ValueStep
-
- property(String) - Method in class com.opengamma.strata.calc.CalculationRules
-
- property(String) - Method in class com.opengamma.strata.calc.Column
-
- property(String) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
-
- property(String) - Method in class com.opengamma.strata.calc.config.FunctionConfig
-
- property(String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
-
- property(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
- property(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
- property(String) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
- property(String) - Method in class com.opengamma.strata.calc.config.ReportingCurrency
-
- property(String) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
- property(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
- property(String) - Method in class com.opengamma.strata.calc.runner.CalculationResults
-
- property(String) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
- property(String) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
- property(String) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
- property(String) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
-
- property(String) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
-
- property(String) - Method in class com.opengamma.strata.calc.runner.MissingMappingId
-
- property(String) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
- property(String) - Method in class com.opengamma.strata.calc.runner.Results
-
- property(String) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
- property(String) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
- property(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
- property(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
- property(String) - Method in class com.opengamma.strata.collect.result.Failure
-
- property(String) - Method in class com.opengamma.strata.collect.result.FailureItem
-
- property(String) - Method in class com.opengamma.strata.collect.result.Result
-
- property(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
- property(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
- property(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
- property(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
- property(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
- property(String) - Method in class com.opengamma.strata.collect.tuple.Pair
-
- property(String) - Method in class com.opengamma.strata.collect.tuple.Triple
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
- property(String) - Method in class com.opengamma.strata.market.amount.CashFlow
-
- property(String) - Method in class com.opengamma.strata.market.amount.CashFlows
-
- property(String) - Method in class com.opengamma.strata.market.amount.LegAmounts
-
- property(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
- property(String) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
- property(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveGroup
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveInputs
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
- property(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- property(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- property(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
- property(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
- property(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
- property(String) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
- property(String) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
- property(String) - Method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata
-
- property(String) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
-
- property(String) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
-
- property(String) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
- property(String) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- property(String) - Method in class com.opengamma.strata.market.explain.ExplainMap
-
- property(String) - Method in class com.opengamma.strata.market.id.CurveGroupId
-
- property(String) - Method in class com.opengamma.strata.market.id.CurveInputsId
-
- property(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
- property(String) - Method in class com.opengamma.strata.market.id.IborIndexCurveId
-
- property(String) - Method in class com.opengamma.strata.market.id.IndexRateId
-
- property(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
- property(String) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
- property(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
- property(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
- property(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
- property(String) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
-
- property(String) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
-
- property(String) - Method in class com.opengamma.strata.market.id.QuoteId
-
- property(String) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
-
- property(String) - Method in class com.opengamma.strata.market.key.CurveGroupKey
-
- property(String) - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
- property(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey
-
- property(String) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
-
- property(String) - Method in class com.opengamma.strata.market.key.IndexRateKey
-
- property(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
- property(String) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
- property(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
- property(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
- property(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
- property(String) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
-
- property(String) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
-
- property(String) - Method in class com.opengamma.strata.market.key.QuoteKey
-
- property(String) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
-
- property(String) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
-
- property(String) - Method in class com.opengamma.strata.market.option.DeltaStrike
-
- property(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
- property(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
- property(String) - Method in class com.opengamma.strata.market.option.SimpleStrike
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- property(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
- property(String) - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
-
- property(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- property(String) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
- property(String) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
- property(String) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
- property(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
- property(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
-
- property(String) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
-
- property(String) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
-
- property(String) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
-
- property(String) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
-
- property(String) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
-
- property(String) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
- property(String) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
-
- property(String) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
-
- property(String) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
-
- property(String) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
-
- property(String) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
-
- property(String) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
-
- property(String) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
-
- property(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
- property(String) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- property(String) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- property(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
- property(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
- property(String) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
- property(String) - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
-
- property(String) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
-
- property(String) - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
-
- property(String) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
- property(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
- property(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- property(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
- property(String) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- property(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- property(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- property(String) - Method in class com.opengamma.strata.product.bond.BondFuture
-
- property(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
- property(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
- property(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
- property(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
- property(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
- property(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
- property(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
- property(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
- property(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
- property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
- property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
- property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
- property(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
- property(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
- property(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
- property(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
- property(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
- property(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
- property(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
- property(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
- property(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
- property(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
- property(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
- property(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
- property(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
- property(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
- property(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
- property(String) - Method in class com.opengamma.strata.product.cms.Cms
-
- property(String) - Method in class com.opengamma.strata.product.cms.CmsLeg
-
- property(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
- property(String) - Method in class com.opengamma.strata.product.cms.CmsTrade
-
- property(String) - Method in class com.opengamma.strata.product.cms.ResolvedCms
-
- property(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
- property(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
- property(String) - Method in class com.opengamma.strata.product.credit.Cds
-
- property(String) - Method in class com.opengamma.strata.product.credit.CdsTrade
-
- property(String) - Method in class com.opengamma.strata.product.credit.FeeLeg
-
- property(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
- property(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
- property(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
- property(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
- property(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
- property(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
- property(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
- property(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
- property(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
- property(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
- property(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
- property(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
- property(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
- property(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
- property(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
- property(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- property(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
- property(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
- property(String) - Method in class com.opengamma.strata.product.equity.Equity
-
- property(String) - Method in class com.opengamma.strata.product.equity.EquitySecurity
-
- property(String) - Method in class com.opengamma.strata.product.equity.EquityTrade
-
- property(String) - Method in class com.opengamma.strata.product.fra.Fra
-
- property(String) - Method in class com.opengamma.strata.product.fra.FraTrade
-
- property(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
- property(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
- property(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
- property(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxNdf
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxSingle
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxSwap
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
- property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
- property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
- property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
- property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
- property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
- property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
- property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
-
- property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
-
- property(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
- property(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- property(String) - Method in class com.opengamma.strata.product.GenericSecurity
-
- property(String) - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
- property(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
- property(String) - Method in class com.opengamma.strata.product.index.IborFuture
-
- property(String) - Method in class com.opengamma.strata.product.index.IborFutureOption
-
- property(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
- property(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
- property(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
- property(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
- property(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
- property(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
- property(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
- property(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
- property(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
- property(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- property(String) - Method in class com.opengamma.strata.product.payment.BulletPayment
-
- property(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
- property(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
- property(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
- property(String) - Method in class com.opengamma.strata.product.PositionInfo
-
- property(String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
- property(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.SecurityInfo
-
- property(String) - Method in class com.opengamma.strata.product.SecurityPosition
-
- property(String) - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
- property(String) - Method in class com.opengamma.strata.product.SecurityTrade
-
- property(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
- property(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
-
- property(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
- property(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- property(String) - Method in class com.opengamma.strata.product.swap.FxReset
-
- property(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
- property(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
- property(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- property(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
- property(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- property(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
- property(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- property(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
- property(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
- property(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- property(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
- property(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
- property(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- property(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
- property(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- property(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
- property(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
-
- property(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
-
- property(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
- property(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
- property(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
- property(String) - Method in class com.opengamma.strata.product.swap.StubCalculation
-
- property(String) - Method in class com.opengamma.strata.product.swap.Swap
-
- property(String) - Method in class com.opengamma.strata.product.swap.SwapTrade
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
- property(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
- property(String) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
-
- property(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
- property(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
- property(String) - Method in class com.opengamma.strata.product.swaption.Swaption
-
- property(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
- property(String) - Method in class com.opengamma.strata.product.TradeInfo
-
- property(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
- property(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
- property(String) - Method in class com.opengamma.strata.report.ReportCalculationResults
-
- property(String) - Method in class com.opengamma.strata.report.ReportRequirements
-
- property(String) - Method in class com.opengamma.strata.report.trade.TradeReport
-
- property(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
- property(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.StandardId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Column.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.CalculationResults.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.Results.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.equity.Equity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.PositionInfo.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
- propertyNames() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
- propertyNames() - Method in class com.opengamma.strata.basics.currency.FxRate
-
- propertyNames() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
-
- propertyNames() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
- propertyNames() - Method in class com.opengamma.strata.basics.currency.Payment
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
- propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateId
-
- propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateKey
-
- propertyNames() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- propertyNames() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
-
- propertyNames() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
- propertyNames() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
- propertyNames() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
- propertyNames() - Method in class com.opengamma.strata.basics.market.StandardId
-
- propertyNames() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
- propertyNames() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
- propertyNames() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.ValueStep
-
- propertyNames() - Method in class com.opengamma.strata.calc.CalculationRules
-
- propertyNames() - Method in class com.opengamma.strata.calc.Column
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.FunctionConfig
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.ReportingCurrency
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.CalculationResults
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.Results
-
- propertyNames() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
- propertyNames() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
- propertyNames() - Method in class com.opengamma.strata.collect.io.XmlElement
-
- propertyNames() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
- propertyNames() - Method in class com.opengamma.strata.collect.result.Failure
-
- propertyNames() - Method in class com.opengamma.strata.collect.result.FailureItem
-
- propertyNames() - Method in class com.opengamma.strata.collect.result.Result
-
- propertyNames() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
- propertyNames() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
- propertyNames() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
- propertyNames() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
- propertyNames() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
- propertyNames() - Method in class com.opengamma.strata.collect.tuple.Pair
-
- propertyNames() - Method in class com.opengamma.strata.collect.tuple.Triple
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
- propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlow
-
- propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlows
-
- propertyNames() - Method in class com.opengamma.strata.market.amount.LegAmounts
-
- propertyNames() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- propertyNames() - Method in class com.opengamma.strata.market.explain.ExplainMap
-
- propertyNames() - Method in class com.opengamma.strata.market.id.CurveGroupId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.IndexRateId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.QuoteId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
-
- propertyNames() - Method in class com.opengamma.strata.market.key.CurveGroupKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.IndexRateKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.QuoteKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
-
- propertyNames() - Method in class com.opengamma.strata.market.option.DeltaStrike
-
- propertyNames() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
- propertyNames() - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
- propertyNames() - Method in class com.opengamma.strata.market.option.SimpleStrike
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
-
- propertyNames() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
-
- propertyNames() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
-
- propertyNames() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
-
- propertyNames() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
-
- propertyNames() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
- propertyNames() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
-
- propertyNames() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
-
- propertyNames() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
-
- propertyNames() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
-
- propertyNames() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
-
- propertyNames() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
-
- propertyNames() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
-
- propertyNames() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
- propertyNames() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- propertyNames() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- propertyNames() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
- propertyNames() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
- propertyNames() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
- propertyNames() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
-
- propertyNames() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
-
- propertyNames() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
-
- propertyNames() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
- propertyNames() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
- propertyNames() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- propertyNames() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
- propertyNames() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- propertyNames() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- propertyNames() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.BondFuture
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
- propertyNames() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
- propertyNames() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
- propertyNames() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
- propertyNames() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
- propertyNames() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.cms.Cms
-
- propertyNames() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
- propertyNames() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
- propertyNames() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.cms.ResolvedCms
-
- propertyNames() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
- propertyNames() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.Cds
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.FeeLeg
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.equity.Equity
-
- propertyNames() - Method in class com.opengamma.strata.product.equity.EquitySecurity
-
- propertyNames() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fra.Fra
-
- propertyNames() - Method in class com.opengamma.strata.product.fra.FraTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
- propertyNames() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxNdf
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxSingle
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxSwap
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.GenericSecurity
-
- propertyNames() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
- propertyNames() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.index.IborFuture
-
- propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
- propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
- propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
- propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
- propertyNames() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
- propertyNames() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
- propertyNames() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
- propertyNames() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.PositionInfo
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.SecurityInfo
-
- propertyNames() - Method in class com.opengamma.strata.product.SecurityPosition
-
- propertyNames() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
- propertyNames() - Method in class com.opengamma.strata.product.SecurityTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.FxReset
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.Swap
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
- propertyNames() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
-
- propertyNames() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
- propertyNames() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.swaption.Swaption
-
- propertyNames() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.TradeInfo
-
- propertyNames() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
- propertyNames() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
- propertyNames() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
- propertyNames() - Method in class com.opengamma.strata.report.ReportRequirements
-
- propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReport
-
- propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
- propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.StandardId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Column.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.CalculationResults.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.Results.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
-
- PropertySet - Class in com.opengamma.strata.collect.io
-
A map of key-value properties.
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.equity.Equity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.PositionInfo.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
- PT - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'PT' - Portugal.
- publicationDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the date that the rate implied by the fixing date is published.
- publicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the publicationDate property.
- publicationDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the number of days to add to the fixing date to obtain the publication date.
- publicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the publicationDateOffset property.
- publicationFrequency(Frequency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
Sets the publication frequency of the index.
- publicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
The meta-property for the publicationFrequency property.
- put(LocalDate, double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts the specified date/value point into this builder.
- put(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts the specified date/value point into this builder.
- put(ExplainKey<R>, R) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
-
Puts a single value into the map.
- putAll(Collection<LocalDate>, Collection<Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the specified dates and values into this builder.
- putAll(Collection<LocalDate>, double[]) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the specified dates and values into this builder.
- putAll(Stream<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the specified points into this builder.
- putAll(List<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the specified points into this builder.
- putAll(LocalDateDoubleTimeSeriesBuilder) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts the contents of the specified builder into this builder.
- putAll(Map<LocalDate, Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the entries from the supplied map into this builder.
- PutCall - Enum in com.opengamma.strata.basics
-
Flag indicating whether a trade is "put" or "call".
- putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the putCall property.
- putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the putCall property.
- putCall(PutCall) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
The meta-property for the putCall property.
- putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the putCall property.
- putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the putCall property.
- putCall(PutCall) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
The meta-property for the putCall property.
- PV01 - Static variable in class com.opengamma.strata.calc.config.Measures
-
Measure representing the PV01 of the calculation target.
- pvbp(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Computes the Present Value of a Basis Point for a swap leg.
- pvbp(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Calculates the present value of a basis point of a period.
- pvbpSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the Present Value of a Basis Point curve sensitivity for a fixed swap leg.
- pvbpSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Calculates the present value of a basis point sensitivity of a single payment period.
- SA - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'SA' - Saudi Arabia.
- SabrExtrapolationReplicationCmsLegPricer - Class in com.opengamma.strata.pricer.cms
-
Pricer for for CMS legs by swaption replication on a SABR formula with extrapolation.
- SabrExtrapolationReplicationCmsLegPricer(SabrExtrapolationReplicationCmsPeriodPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Creates an instance.
- SabrExtrapolationReplicationCmsProductPricer - Class in com.opengamma.strata.pricer.cms
-
Pricer for CMS products by swaption replication on a SABR formula with extrapolation.
- SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Creates an instance.
- SabrExtrapolationReplicationCmsTradePricer - Class in com.opengamma.strata.pricer.cms
-
Pricer for CMS trade by swaption replication on a SABR formula with extrapolation.
- SabrExtrapolationReplicationCmsTradePricer(SabrExtrapolationReplicationCmsProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Creates an instance.
- SabrParametersSwaptionVolatilities - Class in com.opengamma.strata.pricer.swaption
-
Volatility environment for swaptions in the SABR model.
- SabrParametersSwaptionVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for SabrParametersSwaptionVolatilities.
- SabrSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption with par yield curve method of cash settlement in SABR model.
- SabrSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
-
Creates an instance.
- SabrSwaptionCashParYieldTradePricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption trade with par yield curve method of cash settlement in SABR model.
- SabrSwaptionCashParYieldTradePricer(SabrSwaptionCashParYieldProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
-
Creates an instance.
- SabrSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption with physical settlement in SABR model on the swap rate.
- SabrSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
-
Creates an instance.
- SabrSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption trade with physical settlement in SABR model.
- SabrSwaptionPhysicalTradePricer(SabrSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
-
Creates an instance.
- SabrSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
-
Volatility for swaptions in SABR model.
- SAR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'SAR' - Saudi Riyal.
- SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for a calendar declaring all days as business days
except Saturday/Sunday weekends, with code 'SatSun'.
- SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
An instance declaring all days as business days except Saturday/Sunday weekends.
- scalingFactor() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
-
The meta-property for the scalingFactor property.
- scenario(int) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
-
- scenarioCount() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
-
The meta-property for the scenarioCount property.
- scenarioCount() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta
-
The meta-property for the scenarioCount property.
- ScenarioDefinition - Class in com.opengamma.strata.calc.marketdata.scenario
-
A scenario definition defines how to create multiple sets of market data for running calculations over
a set of scenarios.
- ScenarioDefinition.Builder - Class in com.opengamma.strata.calc.marketdata.scenario
-
The bean-builder for ScenarioDefinition.
- ScenarioDefinition.Meta - Class in com.opengamma.strata.calc.marketdata.scenario
-
The meta-bean for ScenarioDefinition.
- ScenarioMarketDataBox<T> - Class in com.opengamma.strata.basics.market
-
A market data box containing an object which can provide market data for multiple scenarios.
- ScenarioMarketDataBox.Builder<T> - Class in com.opengamma.strata.basics.market
-
The bean-builder for ScenarioMarketDataBox.
- ScenarioMarketDataBox.Meta<T> - Class in com.opengamma.strata.basics.market
-
The meta-bean for ScenarioMarketDataBox.
- ScenarioMarketDataKey<T,U extends ScenarioMarketDataValue<T>> - Interface in com.opengamma.strata.basics.market
-
Market data key used by functions that need access to objects containing market data for multiple scenarios.
- ScenarioMarketDataValue<T> - Interface in com.opengamma.strata.basics.market
-
Provides multiple values of an item of market data, one for each scenario.
- scenarioNames(List<String>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
-
Sets the names of the scenarios.
- scenarioNames(String...) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
-
Sets the scenarioNames property in the builder
from an array of objects.
- scenarioNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
-
The meta-property for the scenarioNames property.
- ScenarioPerturbation<T> - Interface in com.opengamma.strata.calc.marketdata.scenario
-
Describes a perturbation applied to a market data box to create market data for use in one or more scenarios.
- ScenarioRateProvider - Class in com.opengamma.strata.calc.runner.function.result
-
A provider of FX rates which takes its data from one scenario in a set of data for multiple scenarios.
- ScenarioResult<T> - Interface in com.opengamma.strata.calc.runner.function.result
-
A container for multiple results produced by performing a single calculation across multiple scenarios.
- scenarios() - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
-
Returns a stream of market data, one for each scenario.
- scenarios() - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
-
- ScenarioValuesList<T> - Class in com.opengamma.strata.basics.market
-
A simple
ScenarioMarketDataValue implementation containing a list of single market data values, one
for each scenario.
- ScenarioValuesList.Meta<T> - Class in com.opengamma.strata.basics.market
-
The meta-bean for ScenarioValuesList.
- Schedule - Class in com.opengamma.strata.basics.schedule
-
A complete schedule of periods (date ranges), with both unadjusted and adjusted dates.
- Schedule.Builder - Class in com.opengamma.strata.basics.schedule
-
The bean-builder for Schedule.
- Schedule.Meta - Class in com.opengamma.strata.basics.schedule
-
The meta-bean for Schedule.
- ScheduleException - Exception in com.opengamma.strata.basics.schedule
-
Exception thrown when a schedule cannot be calculated.
- ScheduleException(String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
-
Creates an instance.
- ScheduleException(PeriodicSchedule, String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
-
Creates an instance, specifying the definition that caused the problem.
- SchedulePeriod - Class in com.opengamma.strata.basics.schedule
-
A period in a schedule.
- SchedulePeriod.Builder - Class in com.opengamma.strata.basics.schedule
-
The bean-builder for SchedulePeriod.
- SchedulePeriod.Meta - Class in com.opengamma.strata.basics.schedule
-
The meta-bean for SchedulePeriod.
- scheme() - Method in class com.opengamma.strata.basics.market.StandardId.Meta
-
The meta-property for the scheme property.
- SE - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'SE' - Sweden.
- seasonality() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
-
The meta-property for the seasonality property.
- second() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
The meta-property for the second property.
- second() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
The meta-property for the second property.
- second() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
The meta-property for the second property.
- second() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
The meta-property for the second property.
- second() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
The meta-property for the second property.
- second() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
The meta-property for the second property.
- second() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
The meta-property for the second property.
- section(String) - Method in class com.opengamma.strata.collect.io.IniFile
-
Gets a single section of this INI file.
- sections() - Method in class com.opengamma.strata.collect.io.IniFile
-
Returns the set of sections of this INI file.
- SecuritizedProduct - Interface in com.opengamma.strata.product
-
The product details of a financial instrument that is traded as a security.
- SecuritizedProductTrade - Interface in com.opengamma.strata.product
-
A trade that is directly based on a securitized product.
- security(GenericSecurity) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
Sets the underlying security.
- security() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
The meta-property for the security property.
- security(GenericSecurity) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
Sets the security that was traded.
- security() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
The meta-property for the security property.
- Security - Interface in com.opengamma.strata.product
-
A security that can be traded.
- SecurityAttributeType<T> - Class in com.opengamma.strata.product
-
The type that provides meaning to a security attribute.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.equity.Equity.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.equity.Equity.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
The meta-property for the securityId property.
- SecurityId - Class in com.opengamma.strata.product
-
An identifier for a security.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
Sets the identifier of the underlying security.
- securityId() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
Sets the identifier of the security that was traded.
- securityId() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
-
The meta-property for the securityId property.
- SecurityInfo - Class in com.opengamma.strata.product
-
Information about a security.
- SecurityInfo.Meta - Class in com.opengamma.strata.product
-
The meta-bean for SecurityInfo.
- SecurityInfoBuilder - Class in com.opengamma.strata.product
-
Builder to create SecurityInfo.
- SecurityPosition - Class in com.opengamma.strata.product
-
A position in a security, where the security is referenced by identifier.
- SecurityPosition.Builder - Class in com.opengamma.strata.product
-
The bean-builder for SecurityPosition.
- SecurityPosition.Meta - Class in com.opengamma.strata.product
-
The meta-bean for SecurityPosition.
- SecurityPositionCalculationFunction - Class in com.opengamma.strata.function.calculation.security
-
Perform calculations on a single SecurityPosition for each of a set of scenarios.
- SecurityPositionCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.security.SecurityPositionCalculationFunction
-
Creates an instance.
- SecurityPositionFunctionGroups - Class in com.opengamma.strata.function.calculation.security
-
Contains function groups for built-in simple security calculation functions.
- SecurityPriceInfo - Class in com.opengamma.strata.product
-
Defines the meaning of the security price.
- SecurityPriceInfo.Meta - Class in com.opengamma.strata.product
-
The meta-bean for SecurityPriceInfo.
- SecurityQuantity - Interface in com.opengamma.strata.product
-
A quantity of a security.
- SecurityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a security to produce another object.
- SecurityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator
-
- SecurityTrade - Class in com.opengamma.strata.product
-
A trade representing the purchase or sale of a security,
where the security is referenced by identifier.
- SecurityTrade.Builder - Class in com.opengamma.strata.product
-
The bean-builder for SecurityTrade.
- SecurityTrade.Meta - Class in com.opengamma.strata.product
-
The meta-bean for SecurityTrade.
- SecurityTradeCalculationFunction - Class in com.opengamma.strata.function.calculation.security
-
Perform calculations on a single SecurityTrade for each of a set of scenarios.
- SecurityTradeCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.security.SecurityTradeCalculationFunction
-
Creates an instance.
- SecurityTradeFunctionGroups - Class in com.opengamma.strata.function.calculation.security
-
Contains function groups for built-in simple security calculation functions.
- SEK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'SEK' - Swedish Krona.
- selectParty(ListMultimap<String, String>) - Method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
-
Selects "our" party from the specified set.
- seniority(SeniorityLevel) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
-
Sets the seniority.
- seniority() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
-
The meta-property for the seniority property.
- SeniorityLevel - Enum in com.opengamma.strata.product.credit
-
Specifies the repayment precedence of a debt instrument.
- sensitivities() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
-
The meta-property for the sensitivities property.
- sensitivities() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
-
The meta-property for the sensitivities property.
- sensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
-
The meta-property for the sensitivities property.
- sensitivities() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta
-
The meta-property for the sensitivities property.
- sensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
-
The meta-property for the sensitivities property.
- sensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta
-
The meta-property for the sensitivities property.
- sensitivities(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.calibration.CalibrationMeasure
-
Calculates the parameter sensitivities that relate to the value.
- sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
-
- sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
- sensitivities() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta
-
The meta-property for the sensitivities property.
- sensitivity() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity(CurveCurrencyParameterSensitivities, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
-
Calculates the market quote sensitivities from parameter sensitivity.
- sensitivity(ImmutableRatesProvider, Function<ImmutableRatesProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
-
Computes the first order sensitivities of a function of a RatesProvider to a double by finite difference.
- sensitivity(LegalEntityDiscountingProvider, Function<LegalEntityDiscountingProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
-
Computes the first order sensitivities of a function of a LegalEntityDiscountingProvider to a double by finite difference.
- sequenceNumber(int) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
-
Sets the sequence number of the futures.
- sequenceNumber() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
-
The meta-property for the sequenceNumber property.
- sequential() - Method in class com.opengamma.strata.collect.MapStream
-
- set(String, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.calc.Column.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.Column.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.calc.runner.Results.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.runner.Results.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.equity.Equity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.equity.Equity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.Column.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.runner.Results.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.equity.Equity.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.Swap.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.calc.Column.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.Column.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.calc.runner.Results.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.runner.Results.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.equity.Equity.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.equity.Equity.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.Swap.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.Swap.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
- settings(Class<? extends T>, FormatSettings<Object>) - Method in class com.opengamma.strata.report.framework.format.FormatSettingsProvider
-
Obtains the format settings for a given type.
- SETTINGS_REPORT_TYPE - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader
-
The report type property name, in the settings section.
- SETTINGS_SECTION - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader
-
The settings section name.
- settleLagDays(int) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the settlement lag in days.
- settleLagDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the settleLagDays property.
- settlement(PaymentPeriod) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
Sets the settlement of the bond trade.
- settlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
The meta-property for the settlement property.
- settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
- settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
The meta-property for the settlementCurrencyNotional property.
- settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
- settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
The meta-property for the settlementCurrencyNotional property.
- settlementDate(LocalDate) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
-
Sets the settlement date.
- settlementDate() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
-
The meta-property for the settlementDate property.
- settlementDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the settlementDate property.
- settlementDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Sets the settlement date, optional.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
The meta-property for the settlementDateOffset property.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
The meta-property for the settlementDateOffset property.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the settlementDateOffset property.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the settlementDateOffset property.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the settlementDateOffset property.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the settlementDateOffset property.
- SettlementType - Enum in com.opengamma.strata.product.swaption
-
Settlement types for Swaption.
- SFE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'SFE' roll convention which adjusts the date to the second Friday.
- SG - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'SG' - Singapore.
- SGD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'SGD' - Singapore Dollar.
- shift(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Shifts the date by the specified number of business days.
- shift(LocalDate, int) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- shift(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- shift(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
-
Calculates the shift parameter for the specified time to expiry and instrument tenor.
- shiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
-
The meta-property for the shiftAmount property.
- shiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
-
The meta-property for the shiftAmount property.
- shiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
-
The meta-property for the shiftAmount property.
- shiftAmounts() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
-
The meta-property for the shiftAmounts property.
- shiftedBy(DoubleBinaryOperator) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- shiftedBy(DoubleBinaryOperator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- shiftedBy(DoubleBinaryOperator) - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Returns a new curve where each y-value has been shifted.
- shiftedBy(List<ValueAdjustment>) - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Returns a new curve where each y-value has been shifted.
- shiftedBy(DoubleTernaryOperator) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- shiftedBy(DoubleTernaryOperator) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- shiftedBy(DoubleTernaryOperator) - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Returns a new surface where each z-value has been shifted.
- shiftedBy(List<ValueAdjustment>) - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Returns a new surface where each z-value has been shifted.
- shifts() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
-
The meta-property for the shifts property.
- shifts() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
-
The meta-property for the shifts property.
- shiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
-
The meta-property for the shiftType property.
- shiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
-
The meta-property for the shiftType property.
- shiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
-
The meta-property for the shiftType property.
- shiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
-
The meta-property for the shiftType property.
- shiftType() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
-
The meta-property for the shiftType property.
- shiftType() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
-
The meta-property for the shiftType property.
- ShiftType - Enum in com.opengamma.strata.market
-
Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.
- shortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
-
The meta-property for the shortObservation property.
- shortQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
Sets the quantity that was traded.
- shortQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
The meta-property for the shortQuantity property.
- shortQuantity(double) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
Sets the quantity that was traded.
- shortQuantity() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
The meta-property for the shortQuantity property.
- sign() - Method in enum com.opengamma.strata.basics.LongShort
-
Returns the sign, where 'Long' returns 1 and 'Short' returns -1.
- SIMPLE_MONEYNESS - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is simple-moneyness - 'SimpleMoneyness'.
- SimpleCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta
-
Simple curve node metadata that defines a date and label.
- SimpleCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta
-
The meta-bean for SimpleCurveNodeMetadata.
- SimpleDiscountFactors - Class in com.opengamma.strata.market.view
-
Provides access to discount factors for a currency based on a discount factor curve.
- SimpleDiscountFactors.Meta - Class in com.opengamma.strata.market.view
-
The meta-bean for SimpleDiscountFactors.
- SimpleIborIndexRates - Class in com.opengamma.strata.market.view
-
An Ibor index curve providing rates directly from a forward rates curve.
- SimpleIborIndexRates.Meta - Class in com.opengamma.strata.market.view
-
The meta-bean for SimpleIborIndexRates.
- SimpleMarketDataKey<T> - Interface in com.opengamma.strata.basics.market
-
Interface for market data keys representing simple types of market data for which no market data rules
are required.
- SimpleStrike - Class in com.opengamma.strata.market.option
-
A simple strike value.
- SimpleStrike.Meta - Class in com.opengamma.strata.market.option
-
The meta-bean for SimpleStrike.
- SingleCalculationMarketData - Class in com.opengamma.strata.calc.runner
-
A single scenario view of multi-scenario market data.
- SingleMarketDataBox<T> - Class in com.opengamma.strata.basics.market
-
A market data box containing a single value which is used in all scenarios.
- SingleMarketDataBox.Builder<T> - Class in com.opengamma.strata.basics.market
-
The bean-builder for SingleMarketDataBox.
- SingleMarketDataBox.Meta<T> - Class in com.opengamma.strata.basics.market
-
The meta-bean for SingleMarketDataBox.
- SingleNameReferenceInformation - Class in com.opengamma.strata.product.credit
-
Reference data for a CDS single-name.
- SingleNameReferenceInformation.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for SingleNameReferenceInformation.
- SingleNameReferenceInformation.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for SingleNameReferenceInformation.
- SingleScenarioResult<T> - Class in com.opengamma.strata.calc.runner.function.result
-
A scenario result holding one value that is valid for all scenarios.
- SingleScenarioResult.Meta<T> - Class in com.opengamma.strata.calc.runner.function.result
-
The meta-bean for SingleScenarioResult.
- singleValueFailures(Map<MarketDataId<?>, Failure>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
-
Sets details of failures when building single market data values.
- singleValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
-
The meta-property for the singleValueFailures property.
- singleValueRequirements(Set<? extends MarketDataKey<?>>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
Sets keys identifying the market data values required for the calculations.
- singleValueRequirements(MarketDataKey<?>...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
Sets the singleValueRequirements property in the builder
from an array of objects.
- singleValueRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
-
The meta-property for the singleValueRequirements property.
- size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the number of stored amounts.
- size() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the number of periods in the schedule.
- size() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
- size() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
- size() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
Returns the number of currency values for each currency.
- size() - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
-
Returns the number of values in the result.
- size() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
-
- size() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
-
- size() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Gets the size of this array.
- size() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the size of this matrix.
- size() - Method in interface com.opengamma.strata.collect.array.Matrix
-
Gets the size of the matrix.
- size() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Return the size of this time-series.
- size() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the number of elements held by this triple.
- size() - Method in interface com.opengamma.strata.collect.tuple.Tuple
-
Gets the number of elements held by this tuple.
- size() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Gets the number of sensitivity entries.
- size() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Gets the number of sensitivity entries.
- size() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Gets the number of sensitivity entries.
- size() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Gets the number of sensitivity entries.
- size() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Gets the number of sensitivity entries.
- size() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
-
Gets the number of sensitivity entries.
- SK - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'SK' - Slovakia.
- skip(long) - Method in class com.opengamma.strata.collect.MapStream
-
- SmileAndBucketedSensitivities - Class in com.opengamma.strata.pricer.fx
-
Combines information about a volatility smile expressed in delta form and its sensitivities.
- smileAndSensitivitiesForTime(double, DoubleArray) - Method in interface com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructure
-
- smileAndSensitivitiesForTime(double, DoubleArray) - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
-
Calculates the smile at a given time and the sensitivities with respect to the volatility data points.
- SmileDeltaParameters - Class in com.opengamma.strata.pricer.fx
-
A delta dependent smile as used in Forex market.
- SmileDeltaParameters.Meta - Class in com.opengamma.strata.pricer.fx
-
The meta-bean for SmileDeltaParameters.
- SmileDeltaTermStructure - Interface in com.opengamma.strata.pricer.fx
-
A term structure of smile as used in Forex market.
- smileForTime(double) - Method in interface com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructure
-
- smileForTime(double) - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
-
Calculates the smile at a given time.
- sort() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Sorts the mutable list of point sensitivities.
- sorted() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns a sorted copy of this array.
- sorted() - Method in class com.opengamma.strata.collect.MapStream
-
- sorted(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- sorted() - Method in class com.opengamma.strata.market.amount.CashFlows
-
Returns an instance that is sorted.
- sortPairs(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Sorts the two arrays, retaining the associated values with the sorted keys.
- sortPairs(double[], V[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Sorts the two arrays, retaining the associated values with the sorted keys.
- spliterator() - Method in class com.opengamma.strata.collect.MapStream
-
- splitValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Splits the array according to the curve order.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
- spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
- spotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
The meta-property for the spotDateOffset property.
- SPREAD - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The spread, added to the forward rate.
- spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the spread rate, with a 5% rate expressed as 0.05, optional.
- spread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the spread property.
- spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
Sets the spread rate, optional.
- spread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
The meta-property for the spread property.
- spread(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the spread rate, defaulted to 0.
- spread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the spread property.
- spreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
-
The meta-property for the spreadCurve property.
- spreadFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
Sets the market convention of the floating leg to which the spread leg is added.
- spreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
The meta-property for the spreadFloatingLeg property.
- spreadKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
Sets the key identifying the market data value which provides the spread.
- spreadKey() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
The meta-property for the spreadKey property.
- spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
Sets the market convention of the floating leg that has the spread applied.
- spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
The meta-property for the spreadLeg property.
- spreadLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
Sets the market convention of the fixed leg for the spread.
- spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
The meta-property for the spreadLeg property.
- spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
Sets the market convention of the floating leg that has the spread applied.
- spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
The meta-property for the spreadLeg property.
- SQUARE_LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
-
Square linear interpolator.
- stackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
The meta-property for the stackTrace property.
- standard() - Static method in interface com.opengamma.strata.basics.market.ReferenceData
-
Obtains an instance of standard reference data.
- standard() - Static method in class com.opengamma.strata.function.calculation.swaption.SwaptionFunctionGroups
-
Obtains the function group providing all built-in measures on Swaption trades,
using the standard calculation method.
- standard() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
Returns standard root finder configuration, using the DEFAULT constants from this class.
- standard() - Static method in interface com.opengamma.strata.loader.fpml.FpmlTradeInfoParserPlugin
-
Returns the standard parser plugin that parses the trade date and the first
identifier of "our" party.
- standard() - Static method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
-
The standard curve calibrator.
- standard() - Static method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
-
The standard synthetic curve calibrator.
- StandardComponents - Class in com.opengamma.strata.function
-
Factory methods for creating standard Strata components.
- StandardFxSwapConventions - Class in com.opengamma.strata.product.fx.type
-
Market standard FX swap conventions.
- StandardId - Class in com.opengamma.strata.basics.market
-
An immutable standard identifier for an item.
- standardId() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
-
The meta-property for the standardId property.
- standardId() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
-
The meta-property for the standardId property.
- StandardId.Meta - Class in com.opengamma.strata.basics.market
-
The meta-bean for StandardId.
- StandardIdentifiable - Interface in com.opengamma.strata.basics.market
-
Provides uniform access to objects that can supply a standard identifier.
- start() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
-
The meta-property for the start property.
- START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The accrual start date, adjusted to be a valid business day if necessary.
- startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the start date, which is the start of the first schedule period.
- startDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
Sets the start date of this period, used for financial calculations such as interest accrual.
- startDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
Sets the start date of the payment period.
- startDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the start date of the payment period.
- startDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the start date of the payment period.
- startDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the start date of the payment period.
- startDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the first date of the term of the trade.
- startDate() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the date that the CDS nominally starts in terms of premium payments.
- startDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the startDate property.
- startDate - Variable in class com.opengamma.strata.product.credit.ResolvedCds
-
The date that the CDS nominally starts in terms of premium payments.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the start date of the deposit.
- startDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
Sets the start date of the deposit.
- startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
Sets the start date of the deposit.
- startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
Sets the start date of the deposit.
- startDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the start date, which is the effective date of the FRA.
- startDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the start date, which is the effective date of the FRA.
- startDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
-
Sets the fixing date associated with the start date of the accrual period.
- startDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
-
Sets the fixing date associated with the start date of the accrual period.
- startDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
-
Sets the start date of the payment period.
- startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
-
The meta-property for the startDate property.
- startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the start date of the accrual period.
- startDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the startDate property.
- startDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the startDate property.
- startDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
-
The meta-property for the startDate property.
- startDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
The meta-property for the startDate property.
- startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional business day adjustment to apply to the start date.
- startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the startDateBusinessDayAdjustment property.
- startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
- startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the startDateBusinessDayAdjustment property.
- startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
- startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the startDateBusinessDayAdjustment property.
- startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
- startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the startDateBusinessDayAdjustment property.
- startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta
-
The meta-property for the startIndexValue property.
- startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta
-
The meta-property for the startIndexValue property.
- startObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
-
The meta-property for the startObservation property.
- startObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
-
The meta-property for the startObservation property.
- startSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
-
The meta-property for the startSecondObservation property.
- stepInDays(int) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the number of step-in days.
- stepInDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the stepInDays property.
- steps(List<ValueStep>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the steps defining the change in the value.
- steps(ValueStep...) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the steps property in the builder
from an array of objects.
- steps() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
The meta-property for the steps property.
- stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a stream over the currency amounts.
- stream() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
- stream() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
- stream() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
- stream() - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
-
Returns a stream of the values.
- stream() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
-
- stream() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
-
- stream() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns a stream over the array values.
- stream(Iterable<T>) - Static method in class com.opengamma.strata.collect.Guavate
-
Converts an iterable to a serial stream.
- stream(Optional<T>) - Static method in class com.opengamma.strata.collect.Guavate
-
Converts an optional to a stream with zero or one elements.
- stream() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Streams the set of dates included in the range.
- stream() - Method in class com.opengamma.strata.collect.result.Result
-
Converts this result to a stream.
- stream() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Returns a stream over the points of this time-series.
- stream() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Returns a stream of all curves in the group.
- streamChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the child elements matching the specified name.
- Strike - Interface in com.opengamma.strata.market.option
-
The strike of an option, describing both type and value.
- STRIKE - Static variable in class com.opengamma.strata.market.option.StrikeType
-
The type of a simple strike.
- strike() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
The meta-property for the strike property.
- strike() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
-
The meta-property for the strike property.
- strike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
The meta-property for the strike property.
- strike() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
-
The meta-property for the strike property.
- strike() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
-
The meta-property for the strike property.
- STRIKE - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a strike - 'Strike'.
- strikeInterpolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
-
The meta-property for the strikeInterpolator property.
- strikeLeftExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
-
The meta-property for the strikeLeftExtrapolator property.
- strikePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
The meta-property for the strikePrice property.
- strikePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
The meta-property for the strikePrice property.
- strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets the strike price, represented in decimal form.
- strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the strikePrice property.
- strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the strike price, represented in decimal form.
- strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the strikePrice property.
- strikePrice(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
Sets the strike price, represented in decimal form.
- strikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
The meta-property for the strikePrice property.
- strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets the strike price, represented in decimal form.
- strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the strikePrice property.
- strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the strike price, represented in decimal form.
- strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the strikePrice property.
- strikePrice(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
Sets the strike price, represented in decimal form.
- strikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
The meta-property for the strikePrice property.
- strikeRightExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
-
The meta-property for the strikeRightExtrapolator property.
- StrikeType - Class in com.opengamma.strata.market.option
-
The type of a strike.
- StubCalculation - Class in com.opengamma.strata.product.swap
-
Defines the rates applicable in the initial or final stub of an Ibor swap leg.
- StubCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for StubCalculation.
- StubCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for StubCalculation.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional convention defining how to handle stubs.
- stubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the stubConvention property.
- StubConvention - Enum in com.opengamma.strata.basics.schedule
-
A convention defining how to calculate stub periods.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
-
Sets the stub convention to use.
- stubConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
-
The meta-property for the stubConvention property.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the stub convention to use.
- stubConvention() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the stubConvention property.
- stubConvention - Variable in class com.opengamma.strata.product.credit.ResolvedCds
-
The stub convention to use.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the stub convention.
- stubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the stubConvention property.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the convention defining how to handle stubs, optional with defaulting getter.
- stubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the stubConvention property.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the convention defining how to handle stubs, optional with defaulting getter.
- stubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the stubConvention property.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the convention defining how to handle stubs, optional with defaulting getter.
- stubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the stubConvention property.
- subArray(int) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an array holding the values from the specified index onwards.
- subArray(int, int) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an array holding the values between the specified from and to indices.
- subRow(int) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Obtains a sub-row, containing a selection of fields by index.
- subRow(int, int) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Obtains a sub-row, containing a selection of fields by index.
- subSchedule(Frequency, RollConvention, StubConvention, BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Creates a sub-schedule within this period.
- subSeries(LocalDate, LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Gets part of this series as a sub-series between two dates.
- subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor
-
Subtracts this tenor from the specified date.
- subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Subtracts the period of this frequency from the specified date.
- success(R) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a successful result wrapping a value.
- success(Object, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Creates the result of successfully evaluating a token against an object.
- sum() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the sum of all the values in the array.
- sum(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Calculates the sum total of all the elements in the array.
- supplier(CheckedSupplier<R>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the Supplier interface.
- supportedMeasures() - Method in class com.opengamma.strata.calc.config.MissingConfigCalculationFunction
-
- supportedMeasures() - Method in interface com.opengamma.strata.calc.runner.function.CalculationFunction
-
Returns the set of measures that the function can calculate.
- supportedMeasures() - Method in class com.opengamma.strata.function.calculation.credit.CdsCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.function.calculation.fra.FraCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.function.calculation.fx.FxNdfCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.function.calculation.fx.FxSingleCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.function.calculation.fx.FxSwapCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.function.calculation.index.IborFutureCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.function.calculation.security.GenericSecurityTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.function.calculation.security.SecurityPositionCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.function.calculation.security.SecurityTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.function.calculation.swap.SwapCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.function.calculation.swaption.SwaptionCalculationFunction
-
- Surface - Interface in com.opengamma.strata.market.surface
-
A surface that maps a double x-value and y-value to a double z-value.
- surface() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the surface property.
- surface() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the surface property.
- surface(NodalSurface) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
-
Sets the black volatility surface.
- surface() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
-
The meta-property for the surface property.
- surface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
-
The meta-property for the surface property.
- surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
-
The meta-property for the surface property.
- SurfaceCurrencyParameterSensitivities - Class in com.opengamma.strata.market.surface
-
Currency-based parameter sensitivity for a collection of surfaces.
- SurfaceCurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for SurfaceCurrencyParameterSensitivities.
- SurfaceCurrencyParameterSensitivity - Class in com.opengamma.strata.market.surface
-
Parameter sensitivity for a single surface.
- surfaceCurrencyParameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
-
Calculates the surface parameter sensitivities from the point sensitivities.
- surfaceCurrencyParameterSensitivity(IborCapletFloorletSensitivity) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
-
Calculates the surface parameter sensitivity from the point sensitivity.
- surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
-
Calculates the surface parameter sensitivity from the point sensitivity.
- surfaceCurrencyParameterSensitivity(BondFutureOptionSensitivity) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
Computes the sensitivity to the surface parameter used in the description of the black volatility
from a point sensitivity.
- surfaceCurrencyParameterSensitivity(IborCapletFloorletSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- surfaceCurrencyParameterSensitivity(IborCapletFloorletSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- surfaceCurrencyParameterSensitivity(SwaptionSabrSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Calculates the surface parameter sensitivities from the point sensitivities.
- surfaceCurrencyParameterSensitivity(SwaptionSabrSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Calculates the surface parameter sensitivities from the point sensitivity.
- SurfaceCurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for SurfaceCurrencyParameterSensitivity.
- SurfaceMetadata - Interface in com.opengamma.strata.market.surface
-
Metadata about a surface and surface parameters.
- surfaceName(SurfaceName) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
-
Sets the surface name.
- surfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
The meta-property for the surfaceName property.
- SurfaceName - Class in com.opengamma.strata.market.surface
-
The name of a surface.
- SurfaceParameterMetadata - Interface in com.opengamma.strata.market.surface
-
Information about a parameter underlying a surface.
- surfaceParameterSensitivity(FxOptionSensitivity) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
- surfaceParameterSensitivity(FxOptionSensitivity) - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
-
Computes the sensitivity to the nodes used in the description of
the Black volatility from a point sensitivity.
- surfaceParameterSensitivity(FxOptionSensitivity) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
- SurfaceUnitParameterSensitivities - Class in com.opengamma.strata.market.surface
-
Unit-based parameter sensitivity for a collection of surfaces.
- SurfaceUnitParameterSensitivities.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for SurfaceUnitParameterSensitivities.
- SurfaceUnitParameterSensitivity - Class in com.opengamma.strata.market.surface
-
Parameter sensitivity for a single surface.
- SurfaceUnitParameterSensitivity.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for SurfaceUnitParameterSensitivity.
- Swap - Class in com.opengamma.strata.product.swap
-
A rate swap.
- Swap.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for Swap.
- Swap.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for Swap.
- SWAP_MQ - Static variable in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
-
- SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
- SwapCalculationFunction - Class in com.opengamma.strata.function.calculation.swap
-
Perform calculations on a single SwapTrade for each of a set of scenarios.
- SwapCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapCalculationFunction
-
Creates an instance.
- SwapFunctionGroups - Class in com.opengamma.strata.function.calculation.swap
-
Contains function groups for built-in Swap calculation functions.
- SwapIndex - Interface in com.opengamma.strata.product.swap
-
A swap index.
- SwapIndices - Class in com.opengamma.strata.product.swap
-
Constants and implementations for standard swap indices.
- SwapLeg - Interface in com.opengamma.strata.product.swap
-
A single leg of a swap.
- SwapLegAmount - Class in com.opengamma.strata.market.amount
-
Represents an amount associated with one leg of a swap.
- SwapLegAmount(SwapLegAmount.Builder) - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount
-
Restricted constructor.
- SwapLegAmount.Builder - Class in com.opengamma.strata.market.amount
-
The bean-builder for SwapLegAmount.
- SwapLegAmount.Meta - Class in com.opengamma.strata.market.amount
-
The meta-bean for SwapLegAmount.
- SwapLegConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for swap legs.
- SwapLegType - Enum in com.opengamma.strata.product.swap
-
The type of a swap leg.
- Swaption - Class in com.opengamma.strata.product.swaption
-
An option on an underlying swap.
- Swaption.Builder - Class in com.opengamma.strata.product.swaption
-
The bean-builder for Swaption.
- Swaption.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for Swaption.
- SwaptionCalculationFunction - Class in com.opengamma.strata.function.calculation.swaption
-
Perform calculations on a single SwaptionTrade for each of a set of scenarios.
- SwaptionCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.swaption.SwaptionCalculationFunction
-
Creates an instance.
- SwaptionFunctionGroups - Class in com.opengamma.strata.function.calculation.swaption
-
Contains function groups for built-in swaption calculation functions.
- SwaptionSabrSensitivities - Class in com.opengamma.strata.market.sensitivity
-
Sensitivities of swaptions to SABR model parameters.
- SwaptionSabrSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for SwaptionSabrSensitivities.
- SwaptionSabrSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Sensitivity of a swaption to SABR model parameters.
- SwaptionSabrSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for SwaptionSabrSensitivity.
- SwaptionSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to a swaption implied parameter point.
- SwaptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for SwaptionSensitivity.
- swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
Sets settlement method.
- swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
-
The meta-property for the swaptionSettlement property.
- swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
Sets settlement method.
- swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
The meta-property for the swaptionSettlement property.
- SwaptionSettlement - Interface in com.opengamma.strata.product.swaption
-
An interface that can return the settlement type and settlement method of swaptions.
- SwaptionSurfaceExpiryTenorNodeMetadata - Class in com.opengamma.strata.market.surface.meta
-
Surface node metadata for a surface node for swaptions with a specific time to expiry and underlying swap tenor.
- SwaptionSurfaceExpiryTenorNodeMetadata.Meta - Class in com.opengamma.strata.market.surface.meta
-
The meta-bean for SwaptionSurfaceExpiryTenorNodeMetadata.
- SwaptionTrade - Class in com.opengamma.strata.product.swaption
-
A trade in an option on an underlying swap.
- SwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption
-
The bean-builder for SwaptionTrade.
- SwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for SwaptionTrade.
- SwaptionVolatilities - Interface in com.opengamma.strata.market.view
-
Volatilities for pricing swaptions.
- SwaptionVolatilitiesId - Class in com.opengamma.strata.market.id
-
Market data ID identifying swaption volatilities based on Fixed-Ibor swaps.
- SwaptionVolatilitiesId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for SwaptionVolatilitiesId.
- SwaptionVolatilitiesKey - Class in com.opengamma.strata.market.key
-
Market data key identifying swaption volatilities based on Fixed-Ibor swaps.
- SwaptionVolatilitiesKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for SwaptionVolatilitiesKey.
- SwaptionVolatilitiesMapping - Class in com.opengamma.strata.function.marketdata.mapping
-
Market data mapping for swaption volatilities.
- SwaptionVolatilitiesMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
-
The meta-bean for SwaptionVolatilitiesMapping.
- SwapTrade - Class in com.opengamma.strata.product.swap
-
A trade in a rate swap.
- SwapTrade.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for SwapTrade.
- SwapTrade.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for SwapTrade.
- SyntheticCurveCalibrator - Class in com.opengamma.strata.pricer.calibration
-
Synthetic curve calibrator.
- tailSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Gets part of this series as a sub-series, choosing the latest entries.
- target() - Method in class com.opengamma.strata.calc.runner.CalculationResults.Meta
-
The meta-property for the target property.
- targets() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the targets property.
- targetType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
-
The meta-property for the targetType property.
- targetType() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
-
The meta-property for the targetType property.
- targetTypes() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta
-
The meta-property for the targetTypes property.
- template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
The meta-property for the template property.
- template(FixedOvernightSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
The meta-property for the template property.
- template(FraTemplate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
Sets the template for the FRA associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
The meta-property for the template property.
- template(FxSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
Sets the template for the FX Swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
The meta-property for the template property.
- template(IborFixingDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
Sets the template for the Ibor fixing deposit associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
The meta-property for the template property.
- template(IborFutureTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
Sets the template for the Ibor Futures associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
The meta-property for the template property.
- template(IborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
The meta-property for the template property.
- template(TermDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
Sets the template for the term deposit associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
The meta-property for the template property.
- template(ThreeLegBasisSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
The meta-property for the template property.
- template(XCcyIborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
The meta-property for the template property.
- template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
Sets the template for creating Fixed-Ibor swap.
- template() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
The meta-property for the template property.
- Tenor - Class in com.opengamma.strata.basics.date
-
A tenor indicating how long it will take for a financial instrument to reach maturity.
- tenor(Tenor) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
Sets the tenor to be added.
- tenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
The meta-property for the tenor property.
- tenor() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
-
The meta-property for the tenor property.
- tenor() - Method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata.Meta
-
The meta-property for the tenor property.
- tenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
-
The meta-property for the tenor property.
- tenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
The meta-property for the tenor property.
- tenor() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
-
The meta-property for the tenor property.
- tenor(LocalDate, LocalDate) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
-
Calculates the tenor of the swap based on its start date and end date.
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
The meta-property for the tenor property.
- TENOR_10M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 10 months.
- TENOR_10Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 10 years.
- TENOR_11M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 11 months.
- TENOR_12M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 12 months.
- TENOR_12Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 12 years.
- TENOR_15Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 15 years.
- TENOR_18M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 18 months.
- TENOR_1D - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of one day.
- TENOR_1M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 1 month.
- TENOR_1W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 1 week.
- TENOR_1Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 1 year.
- TENOR_20Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 20 years.
- TENOR_25Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 25 years.
- TENOR_2D - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of two days.
- TENOR_2M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 2 months.
- TENOR_2W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 2 weeks.
- TENOR_2Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 2 years.
- TENOR_30Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 30 years.
- TENOR_3D - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of three days.
- TENOR_3M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 3 months.
- TENOR_3W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 3 weeks.
- TENOR_3Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 3 years.
- TENOR_4M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 4 months.
- TENOR_4W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 4 weeks.
- TENOR_4Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 4 years.
- TENOR_5M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 5 months.
- TENOR_5Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 5 years.
- TENOR_6M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 6 months.
- TENOR_6W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 6 weeks.
- TENOR_6Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 6 years.
- TENOR_7M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 7 months.
- TENOR_7Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 7 years.
- TENOR_8M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 8 months.
- TENOR_8Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 8 years.
- TENOR_9M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 9 months.
- TENOR_9Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 9 years.
- TenorAdjustment - Class in com.opengamma.strata.basics.date
-
An adjustment that alters a date by adding a tenor.
- TenorAdjustment.Builder - Class in com.opengamma.strata.basics.date
-
The bean-builder for TenorAdjustment.
- TenorAdjustment.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for TenorAdjustment.
- TenorCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta
-
Curve node metadata for a curve node with a specific tenor.
- TenorCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta
-
The meta-bean for TenorCurveNodeMetadata.
- TenorDateCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta
-
Curve node metadata for a curve node with a specific tenor.
- TenorDateCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta
-
The meta-bean for TenorDateCurveNodeMetadata.
- TERM - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency matching the term.
- TERM_DEPOSIT_MQ - Static variable in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
-
- TERM_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
- TermDeposit - Class in com.opengamma.strata.product.deposit
-
A term deposit.
- TermDeposit.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for TermDeposit.
- TermDeposit.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for TermDeposit.
- TermDepositCalculationFunction - Class in com.opengamma.strata.function.calculation.deposit
-
Perform calculations on a single TermDepositTrade for each of a set of scenarios.
- TermDepositCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositCalculationFunction
-
Creates an instance.
- TermDepositConvention - Interface in com.opengamma.strata.product.deposit.type
-
A market convention for term deposit trades.
- TermDepositConventions - Class in com.opengamma.strata.product.deposit.type
-
Market standard term deposit conventions.
- TermDepositCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a term deposit.
- TermDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for TermDepositCurveNode.
- TermDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for TermDepositCurveNode.
- TermDepositFunctionGroups - Class in com.opengamma.strata.function.calculation.deposit
-
Contains function groups for built-in Term Deposit calculation functions.
- TermDepositTemplate - Class in com.opengamma.strata.product.deposit.type
-
A template for creating a term deposit trade.
- TermDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for TermDepositTemplate.
- TermDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for TermDepositTemplate.
- TermDepositTrade - Class in com.opengamma.strata.product.deposit
-
A trade in a term deposit.
- TermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for TermDepositTrade.
- TermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for TermDepositTrade.
- test(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiPredicate
-
Evaluates this predicate on the given arguments.
- test(T) - Method in interface com.opengamma.strata.collect.function.CheckedPredicate
-
Evaluates this predicate on the given argument.
- test(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoublePredicate
-
Evaluates the predicate.
- test(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoublePredicate
-
Evaluates the predicate.
- test(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
-
Evaluates the predicate.
- test(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
-
Evaluates the predicate.
- test(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
-
Evaluates the predicate.
- TH - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'TH' - Thailand.
- THB - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'THB' - Thai Baht.
- theta(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the theta of the bond future option product.
- theta(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the theta of the bond future option product based on the price of the underlying future.
- theta(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the Black theta of the foreign exchange vanilla option product.
- third() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
The meta-property for the third property.
- THIRTY_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30/360 ISDA' day count, which treats input day-of-month 31 specially.
- THIRTY_360_PSA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30/360 PSA' day count, which treats input day-of-month 31 and end of February specially.
- THIRTY_E_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30E/360' day count, which treats input day-of-month 31 specially.
- THIRTY_E_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30E/360 ISDA' day count, which treats input day-of-month 31 and end of February specially.
- THIRTY_EPLUS_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30E+/360' day count, which treats input day-of-month 31 specially.
- THIRTY_U_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30U/360' day count, which treats input day-of-month 31 and end of February specially.
- THIRTY_U_360_EOM - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30U/360 EOM' day count, which treats input day-of-month 31 and end of February specially.
- ThreeLegBasisSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for three leg basis swap trades.
- ThreeLegBasisSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard three leg basis swap conventions.
- ThreeLegBasisSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a three leg basis swap.
- ThreeLegBasisSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for ThreeLegBasisSwapCurveNode.
- ThreeLegBasisSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for ThreeLegBasisSwapCurveNode.
- ThreeLegBasisSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Fixed-Ibor-Ibor swap trades.
- ThreeLegBasisSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ThreeLegBasisSwapTemplate.
- ThreeLegBasisSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ThreeLegBasisSwapTemplate.
- THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for a calendar declaring all days as business days
except Thursday/Friday weekends, with code 'ThuFri'.
- THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
An instance declaring all days as business days except Thursday/Friday weekends.
- tickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
The meta-property for the tickSize property.
- tickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
The meta-property for the tickValue property.
- TIME_SQUARE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
-
Time square interpolator.
- timeInterpolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
-
The meta-property for the timeInterpolator property.
- timeLeftExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
-
The meta-property for the timeLeftExtrapolator property.
- timeRightExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
-
The meta-property for the timeRightExtrapolator property.
- timeSeries() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
-
The meta-property for the timeSeries property.
- timeSeries(Map<? extends ObservableKey, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
-
Sets the time-series in the builder, replacing any existing values.
- timeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.function.MissingDataAwareTimeSeriesProvider
-
- timeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.function.TimeSeriesProvider
-
Returns a time series of market data for the specified ID.
- timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
The meta-property for the timeSeries property.
- timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
-
The meta-property for the timeSeries property.
- timeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
-
Sets the time series in this builder, replacing the existing set.
- timeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the timeSeries property.
- timeSeries(Index) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- timeSeries(Index, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds a time-series to the provider.
- timeSeries(Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds time-series to the provider.
- timeSeries(Index) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
-
- timeSeries(Index) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the time series.
- timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
-
The meta-property for the timeSeriesFailures property.
- timeSeriesFailures(Map<MarketDataId<?>, Failure>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
-
Sets details of failures when building time series of market data values.
- timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
-
The meta-property for the timeSeriesFailures property.
- TimeSeriesProvider - Interface in com.opengamma.strata.calc.marketdata.function
-
A source of time series of observable market data.
- timeSeriesRequirements(Set<ObservableKey>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
Sets keys identifying the time series of market data values required for the calculations.
- timeSeriesRequirements(ObservableKey...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
Sets the timeSeriesRequirements property in the builder
from an array of objects.
- timeSeriesRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
-
The meta-property for the timeSeriesRequirements property.
- timeToExpiry() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
-
The meta-property for the timeToExpiry property.
- timeToExpiry() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta
-
The meta-property for the timeToExpiry property.
- TO_STRING - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The default formatter that returns the value of the toString() method.
- toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Converts this schedule to a schedule where all the start and end dates are
adjusted using the specified adjuster.
- toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Converts this period to one where the start and end dates are adjusted using the specified adjuster.
- toArray() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Converts this instance to an independent double[].
- toArray() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Converts this instance to an independent double[][].
- toArray() - Method in class com.opengamma.strata.collect.MapStream
-
- toArray(IntFunction<A[]>) - Method in class com.opengamma.strata.collect.MapStream
-
- toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the underlying array.
- toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns the underlying array.
- toAsciiTableString() - Method in interface com.opengamma.strata.report.Report
-
Gets this report as an ASCII table string.
- toBuilder() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Creates a new builder using the data from this matrix to
create a set of initial entries.
- toBuilder() - Method in class com.opengamma.strata.basics.currency.Payment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
Returns a builder populated with the same data as this instance.
- toBuilder() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.CalculationRules
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.Column
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
Returns a mutable builder containing the data from this object.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.runner.Results
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Return a builder populated with the values from this series.
- toBuilder() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Converts this instance to a builder allowing changes to be made.
- toBuilder(LocalDate) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Converts this instance to a builder allowing changes to be made.
- toBuilder() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.Cds
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.FeeLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.equity.Equity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.equity.EquitySecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.Fra
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.FraTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.PositionInfo
-
Returns a builder populated with the values of this instance.
- toBuilder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.SecurityPosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.SecurityTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.FxReset
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.Swap
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.TradeInfo
-
Returns a builder populated with the values of this instance.
- toBuilder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
Returns a builder that allows this bean to be mutated.
- toConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Returns the market convention currency pair for the currencies in the pair.
- toConventional() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Returns an FX rate object representing the market convention rate between the two currencies.
- toCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
-
Returns a collector that builds a single-currency scenerio result.
- toCurveParameterSize() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Converts this definition to the summary form.
- toFxForwardSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Converts this sensitivity to an FxForwardSensitivity.
- toIborIndex(Tenor) - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
Checks and returns an Ibor index.
- toImmutable() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Returns an immutable version of this object.
- toImmutableList() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable list.
- toImmutableListMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableListMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map.
- toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map.
- toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>, BiFunction<? super V, ? super V, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map.
- toImmutableMultiset() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multiset.
- toImmutableSet() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable set.
- toImmutableSetMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableSetMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableSortedMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted map.
- toImmutableSortedMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted map.
- toImmutableSortedSet() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted set.
- toImmutableSortedSet(Comparator<? super T>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted set.
- token() - Method in enum com.opengamma.strata.report.framework.expression.ValueRootType
-
Gets the token that the root type corresponds to.
- TokenEvaluator<T> - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against an object to produce another object.
- TokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
- tokens(Bean) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
-
- tokens(CurrencyAmount) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
-
- tokens(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator
-
- tokens(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator
-
- tokens(Iterable<?>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
-
- tokens(Map<?, ?>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
-
- tokens(Position) - Method in class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator
-
- tokens(Security) - Method in class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator
-
- tokens(T) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
Gets the set of supported token for the given object.
- tokens(Trade) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
-
- tokens(Object) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
-
Gets the supported tokens on the given object.
- toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, Period, BusinessDayAdjustment, DaysAdjustment, double) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Creates a leg based on this convention.
- toList() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns a list equivalent to this array.
- toMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Converts this MultiCurrencyAmount to a map keyed by currency.
- toMap() - Method in class com.opengamma.strata.collect.MapStream
-
Returns an immutable map built from the entries in the stream.
- toMap(BiFunction<? super V, ? super V, ? extends V>) - Method in class com.opengamma.strata.collect.MapStream
-
Returns an immutable map built from the entries in the stream.
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.basics.market.FxRateKey
-
- toMarketDataId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.ObservableKey
-
Converts this key to the matching identifier.
- toMarketDataId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.SimpleMarketDataKey
-
Converts this key to the matching identifier.
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.CurveGroupKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IndexRateKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.QuoteKey
-
- toMarketDataKey() - Method in class com.opengamma.strata.basics.market.FxRateId
-
- toMarketDataKey() - Method in interface com.opengamma.strata.basics.market.MarketDataId
-
Converts this ID to the associated key.
- toMarketDataKey() - Method in interface com.opengamma.strata.basics.market.ObservableId
-
- toMarketDataKey() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
-
- toMarketDataKey() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.CurveGroupId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.IndexRateId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.QuoteId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
-
- toMultiCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
-
Returns a collector that builds a multi-currency scenerio result.
- toMutable() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Returns a mutable version of this object.
- toNodalCurve() - Method in interface com.opengamma.strata.market.curve.Curve
-
Converts this curve to a nodal curve.
- toNodalCurve() - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
- toNodalCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- toNodalSurface() - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
- toNodalSurface() - Method in interface com.opengamma.strata.market.surface.Surface
-
Concerts this surface to a nodal surface.
- toObject(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Converts a double array to a Double array.
- toOvernightIndex() - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
- toPair() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Converts this pair to an object-based Pair.
- toPair() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Converts this pair to an object-based Pair.
- toPair() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Converts this pair to an object-based Pair.
- toPair() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Converts this pair to an object-based Pair.
- toPair() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Converts this pair to an object-based Pair.
- toPriceIndex() - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
- toPrimitive(Double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Converts a Double array to a double array.
- toRollConvention(LocalDate, LocalDate, Frequency, boolean) - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Converts this stub convention to the appropriate roll convention.
- toScenarioResult() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
-
Returns a collector which can be used at the end of a stream of results to build a
ScenarioResult.
- toSingleCurveRatesProvider(MarketData, Currency, Set<? extends Index>, NodalCurve) - Static method in class com.opengamma.strata.function.calculation.rate.MarketDataUtils
-
Creates a rates provider from a set of market data containing a single discounting curve,
and forward curves and fixing series for a given set of indices.
- toString() - Method in enum com.opengamma.strata.basics.BuySell
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.basics.currency.Currency
-
Returns a string representation of the currency, which is the three letter code.
- toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Gets the amount as a string.
- toString() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Returns the formatted string version of the currency pair.
- toString() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
- toString() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Returns the formatted string version of the currency pair.
- toString() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
-
- toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the amount as a string.
- toString() - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.currency.Payment
-
- toString() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
Returns a string describing the adjustable date.
- toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Returns the name of the identifier.
- toString() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Returns the name of the calendar.
- toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.date.Tenor
-
Returns a formatted string representing the tenor.
- toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
Returns the name of the index.
- toString() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
- toString() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
- toString() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
- toString() - Method in class com.opengamma.strata.basics.location.Country
-
Returns a string representation of the country, which is the two letter code.
- toString() - Method in enum com.opengamma.strata.basics.LongShort
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.basics.market.FxRateId
-
- toString() - Method in class com.opengamma.strata.basics.market.FxRateKey
-
- toString() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- toString() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
-
- toString() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
-
- toString() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
-
- toString() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
- toString() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
-
- toString() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
-
- toString() - Method in class com.opengamma.strata.basics.market.StandardId
-
Returns the identifier in a standard string format.
- toString() - Method in enum com.opengamma.strata.basics.PayReceive
-
Returns the formatted unique name of the type.
- toString() - Method in enum com.opengamma.strata.basics.PutCall
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Returns a formatted string representing the periodic frequency.
- toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
- toString() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- toString() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
- toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
- toString() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
- toString() - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueStep
-
- toString() - Method in class com.opengamma.strata.calc.CalculationRules.Builder
-
- toString() - Method in class com.opengamma.strata.calc.CalculationRules
-
- toString() - Method in class com.opengamma.strata.calc.Column.Builder
-
- toString() - Method in class com.opengamma.strata.calc.Column
-
- toString() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
-
- toString() - Method in class com.opengamma.strata.calc.config.FunctionConfig
-
- toString() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
-
- toString() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
-
- toString() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
-
- toString() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
- toString() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
- toString() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
- toString() - Method in class com.opengamma.strata.calc.config.ReportingCurrency
-
- toString() - Method in enum com.opengamma.strata.calc.config.ReportingCurrencyType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationResults
-
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
- toString() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
- toString() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
- toString() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
-
- toString() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
-
- toString() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
-
- toString() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
-
- toString() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
- toString() - Method in class com.opengamma.strata.calc.runner.Results.Builder
-
- toString() - Method in class com.opengamma.strata.calc.runner.Results
-
- toString() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
- toString() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
- toString() - Method in class com.opengamma.strata.collect.io.CsvFile
-
Returns a string describing the CSV file.
- toString() - Method in class com.opengamma.strata.collect.io.CsvRow
-
Returns a string describing the CSV file.
- toString() - Method in class com.opengamma.strata.collect.io.IniFile
-
Returns a string describing the INI file.
- toString() - Method in class com.opengamma.strata.collect.io.PropertiesFile
-
Returns a string describing the file.
- toString() - Method in class com.opengamma.strata.collect.io.PropertySet
-
Returns a string describing the property set.
- toString() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Returns a string describing the locator.
- toString() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Returns a string summary of the element.
- toString() - Method in class com.opengamma.strata.collect.io.XmlFile
-
Returns a string describing the file.
- toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
-
- toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
- toString() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Returns this range as a string, such as [2009-12-03,2014-06-30).
- toString() - Method in class com.opengamma.strata.collect.result.Failure
-
- toString() - Method in class com.opengamma.strata.collect.result.FailureItem
-
- toString() - Method in class com.opengamma.strata.collect.result.Result
-
- toString() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Returns a string representation of the point.
- toString() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.type.TypedString
-
Returns the name.
- toString() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
- toString() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
- toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
-
- toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
- toString() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
-
- toString() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
- toString() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
- toString() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
-
- toString() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
-
- toString() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
-
- toString() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
-
- toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
- toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
- toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
- toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
- toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
-
- toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
- toString() - Method in class com.opengamma.strata.market.amount.CashFlow
-
- toString() - Method in class com.opengamma.strata.market.amount.CashFlows
-
- toString() - Method in class com.opengamma.strata.market.amount.LegAmounts
-
- toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
- toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
- toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
- toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
- toString() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
- toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
- toString() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- toString() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
- toString() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
- toString() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
- toString() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
- toString() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
- toString() - Method in class com.opengamma.strata.market.curve.meta.TenorDateCurveNodeMetadata
-
- toString() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
- toString() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
-
- toString() - Method in enum com.opengamma.strata.market.curve.node.CurveNodeDateType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
-
- toString() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
-
- toString() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
- toString() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- toString() - Method in class com.opengamma.strata.market.explain.ExplainMap
-
- toString() - Method in class com.opengamma.strata.market.id.CurveGroupId
-
- toString() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
- toString() - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
- toString() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
-
- toString() - Method in class com.opengamma.strata.market.id.IndexRateId
-
- toString() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
- toString() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
- toString() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
- toString() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
- toString() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
- toString() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
-
- toString() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
-
- toString() - Method in class com.opengamma.strata.market.id.QuoteId
-
- toString() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
-
- toString() - Method in class com.opengamma.strata.market.key.CurveGroupKey
-
- toString() - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
- toString() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
-
- toString() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
-
- toString() - Method in class com.opengamma.strata.market.key.IndexRateKey
-
- toString() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
- toString() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
- toString() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
- toString() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
- toString() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
- toString() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
-
- toString() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
-
- toString() - Method in class com.opengamma.strata.market.key.QuoteKey
-
- toString() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
-
- toString() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
-
- toString() - Method in class com.opengamma.strata.market.option.DeltaStrike
-
- toString() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
- toString() - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
- toString() - Method in class com.opengamma.strata.market.option.SimpleStrike
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- toString() - Method in enum com.opengamma.strata.market.ShiftType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
-
- toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
- toString() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
-
- toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
- toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- toString() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
- toString() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
- toString() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
- toString() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
- toString() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
- toString() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
-
- toString() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
-
- toString() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
-
- toString() - Method in enum com.opengamma.strata.market.value.CompoundedRateType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
-
- toString() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
-
- toString() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
-
- toString() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
-
- toString() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
-
- toString() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
-
- toString() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
-
- toString() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
-
- toString() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
-
- toString() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
-
- toString() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
-
- toString() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
-
- toString() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
- toString() - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
-
- toString() - Method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
-
- toString() - Method in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
-
- toString() - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
-
- toString() - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
- toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
- toString() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
-
- toString() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
-
- toString() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
-
- toString() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
-
- toString() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
- toString() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
- toString() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- toString() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFuture
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
- toString() - Method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
-
/**
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
- toString() - Method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
-
/**
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
- toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
- toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
- toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
- toString() - Method in class com.opengamma.strata.product.cms.Cms
-
- toString() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
- toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
- toString() - Method in enum com.opengamma.strata.product.cms.CmsPeriodType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
- toString() - Method in class com.opengamma.strata.product.cms.ResolvedCms
-
- toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
- toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
- toString() - Method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.Cds
-
- toString() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
- toString() - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.FeeLeg
-
- toString() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
- toString() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
- toString() - Method in enum com.opengamma.strata.product.credit.ReferenceInformationType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
- toString() - Method in enum com.opengamma.strata.product.credit.RestructuringClause
-
Returns the formatted unique name of the type.
- toString() - Method in enum com.opengamma.strata.product.credit.SeniorityLevel
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
- toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
- toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
- toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
- toString() - Method in class com.opengamma.strata.product.equity.Equity.Builder
-
- toString() - Method in class com.opengamma.strata.product.equity.Equity
-
- toString() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.equity.EquitySecurity
-
- toString() - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
- toString() - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.Fra
-
- toString() - Method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
-
/**
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.FraTrade
-
- toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
- toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
- toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
- toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- toString() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxNdf
-
- toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSingle
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSwap
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
- toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.GenericSecurity
-
- toString() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
- toString() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
- toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
- toString() - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFuture
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
- toString() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
- toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- toString() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
- toString() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
- toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
- toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
-
- toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
- toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
- toString() - Method in class com.opengamma.strata.product.PositionInfo
-
- toString() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
- toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
- toString() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
-
- toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
-
- toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
- toString() - Method in class com.opengamma.strata.product.SecurityId
-
Returns the identifier in a standard string format.
- toString() - Method in class com.opengamma.strata.product.SecurityInfo
-
- toString() - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
- toString() - Method in class com.opengamma.strata.product.SecurityPosition
-
- toString() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
- toString() - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.SecurityTrade
-
- toString() - Method in enum com.opengamma.strata.product.swap.CompoundingMethod
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
- toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
-
- toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
- toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- toString() - Method in enum com.opengamma.strata.product.swap.FixingRelativeTo
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.FxReset.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.FxReset
-
- toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
- toString() - Method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
- toString() - Method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- toString() - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
- toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
- toString() - Method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- toString() - Method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
- toString() - Method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
- toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
- toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
- toString() - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
- toString() - Method in class com.opengamma.strata.product.swap.Swap.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.Swap
-
- toString() - Method in enum com.opengamma.strata.product.swap.SwapLegType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
-
- toString() - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
- toString() - Method in enum com.opengamma.strata.product.swaption.CashSettlementMethod
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
-
- toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
- toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
- toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
- toString() - Method in enum com.opengamma.strata.product.swaption.SettlementType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
- toString() - Method in class com.opengamma.strata.product.swaption.Swaption
-
- toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
- toString() - Method in class com.opengamma.strata.product.TradeInfo
-
- toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
- toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
- toString() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
- toString() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
- toString() - Method in class com.opengamma.strata.report.ReportRequirements
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReport
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
- toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
- toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
- total(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from the total of a list of CurrencyAmount objects.
- total() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns the total of all the values in the matrix.
- total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Totals all the sensitivity values.
- total() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Totals all the sensitivity values.
- total() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Totals the sensitivity values.
- total() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Totals the sensitivity values.
- total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Totals all the sensitivity values.
- total() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Totals all the sensitivity values.
- total() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Totals the sensitivity values.
- toTrade(LocalDate, LocalDate, BuySell, double, double, ReferenceInformation, double, LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS from the convention.
- toTrade(LocalDate, LocalDate, BuySell, double, double, ReferenceInformation, double, LocalDate) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, Period, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, Period, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
- toTrade(TradeInfo, LocalDate, LocalDate, Period, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Creates a trade based on this convention.
- toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Converts this schedule to a schedule where every adjusted date is reset
to the unadjusted equivalent.
- toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Converts this period to one where the start and end dates are set to the unadjusted dates.
- toValueAdjustment(double) - Method in enum com.opengamma.strata.market.ShiftType
-
Returns a value adjustment that applies the shift amount using appropriate logic for the shift type.
- toValuesArray() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
-
Returns a collector that builds a scenario result based on Double.
- TR - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'TR' - Turkey.
- Trade - Interface in com.opengamma.strata.basics
-
A single trade.
- trade(LocalDate, MarketData, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Creates a trade representing the instrument at the node.
- trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
- trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- TRADE_NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The notional, as defined in the trade.
- TradeAttributeType<T> - Class in com.opengamma.strata.product
-
The type that provides meaning to a trade attribute.
- TradeCalibrationMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.calibration
-
Provides calibration measures for a single type of trade based on functions.
- TradeConvention - Interface in com.opengamma.strata.product
-
A market convention for trades.
- tradeDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the tradeDate property.
- tradeDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Sets the trade date, optional.
- TradeInfo - Class in com.opengamma.strata.product
-
Additional information about a trade.
- TradeInfo.Meta - Class in com.opengamma.strata.product
-
The meta-bean for TradeInfo.
- TradeInfoBuilder - Class in com.opengamma.strata.product
-
Builder to create TradeInfo.
- tradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
The meta-property for the tradeMeasureRequirements property.
- TradeReport - Class in com.opengamma.strata.report.trade
-
Represents a trade report.
- TradeReport.Builder - Class in com.opengamma.strata.report.trade
-
The bean-builder for TradeReport.
- TradeReport.Meta - Class in com.opengamma.strata.report.trade
-
The meta-bean for TradeReport.
- TradeReportColumn - Class in com.opengamma.strata.report.trade
-
Describes a column in a trade report.
- TradeReportColumn(TradeReportColumn.Builder) - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn
-
Restricted constructor.
- TradeReportColumn.Builder - Class in com.opengamma.strata.report.trade
-
The bean-builder for TradeReportColumn.
- TradeReportColumn.Meta - Class in com.opengamma.strata.report.trade
-
The meta-bean for TradeReportColumn.
- TradeReportFormatter - Class in com.opengamma.strata.report.trade
-
Formatter for trade reports.
- TradeReportRunner - Class in com.opengamma.strata.report.trade
-
Report runner for trade reports.
- TradeReportTemplate - Class in com.opengamma.strata.report.trade
-
Describes the contents and layout of a trade report.
- TradeReportTemplate.Builder - Class in com.opengamma.strata.report.trade
-
The bean-builder for TradeReportTemplate.
- TradeReportTemplate.Meta - Class in com.opengamma.strata.report.trade
-
The meta-bean for TradeReportTemplate.
- TradeReportTemplateIniLoader - Class in com.opengamma.strata.report.trade
-
Loads a trade report template from the standard INI file format.
- TradeReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
-
- TradeTemplate - Interface in com.opengamma.strata.product
-
A template used to create a trade.
- tradeTime() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the tradeTime property.
- tradeTime(LocalTime) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Sets the trade time, optional.
- TradeTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a trade to produce another object.
- TradeTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
-
- transpose() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Transposes the matrix.
- Triple<A,B,C> - Class in com.opengamma.strata.collect.tuple
-
An immutable triple consisting of three elements.
- Triple.Meta<A,B,C> - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for Triple.
- TRY - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'TRY' - Turkish Lira.
- Tuple - Interface in com.opengamma.strata.collect.tuple
-
Base interface for all tuple types.
- TWD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'TWD' - New Taiwan Dollar.
- type() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
-
The meta-property for the type property.
- type() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
The meta-property for the type property.
- type() - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta
-
The meta-property for the type property.
- type(SwapLegType) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
Sets the type of the leg, such as Fixed or Ibor.
- type() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
The meta-property for the type property.
- type() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta
-
The meta-property for the type property.
- type() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the type property.
- type() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the type property.
- type(SwapLegType) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the type of the leg, such as Fixed or Ibor.
- type() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the type property.
- type(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets the type of the leg, such as Fixed or Ibor.
- type() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
The meta-property for the type property.
- TypedMarketDataRules - Class in com.opengamma.strata.calc.config
-
Implementation of a market data rules that matches a target based on its type.
- TypedMarketDataRules.Meta - Class in com.opengamma.strata.calc.config
-
The meta-bean for TypedMarketDataRules.
- TypedString<T extends TypedString<T>> - Class in com.opengamma.strata.collect.type
-
An abstract class designed to enable typed strings.
- TypedString(String) - Constructor for class com.opengamma.strata.collect.type.TypedString
-
Creates an instance.
- TypedString(String, Pattern, String) - Constructor for class com.opengamma.strata.collect.type.TypedString
-
Creates an instance, validating the name against a regex.